+906.2%
MU vs EWJ
+65.0%
+841.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.6% | +0.1% |
| 7D | -12.0% | -1.5% | -10.6% | -8.9% |
| 30D | -28.7% | -6.5% | -22.2% | -19.2% |
| 3M | -16.4% | -5.6% | -10.9% | -6.9% |
| 6M | -1.8% | -0.3% | -1.5% | +4.5% |
| YTD | +157.1% | +13.9% | +143.1% | +125.6% |
| 1Y | +208.5% | +14.6% | +193.9% | +169.6% |
| 3Y | +906.2% | +66.6% | +839.5% | +423.5% |
| All | +906.2% | +65.0% | +841.2% | +423.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling