+236.9%
MU vs EWJ
+15.1%
+221.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +7.9% |
| 7D | +2.0% | -1.9% | +3.9% | +7.7% |
| 30D | -18.0% | -5.3% | -12.6% | -6.9% |
| 3M | -6.6% | -4.3% | -2.3% | +3.5% |
| 6M | +2.0% | +0.4% | +1.6% | +7.7% |
| YTD | +184.5% | +14.7% | +169.8% | +142.9% |
| 1Y | +236.9% | +14.7% | +222.1% | +188.1% |
| All | +236.9% | +15.1% | +221.8% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling