+1,341.2%
MU vs EWJ
+73.3%
+1,267.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.1% |
| 7D | +7.2% | +2.9% | +4.3% | +2.3% |
| 30D | +14.0% | +1.1% | +12.9% | +12.3% |
| 3M | +5.4% | +7.1% | -1.7% | -2.3% |
| 6M | +170.3% | +16.2% | +154.1% | +127.8% |
| YTD | +250.7% | +22.0% | +228.7% | +174.1% |
| 1Y | +662.1% | +26.2% | +635.9% | +471.7% |
| 3Y | +1,341.2% | +73.5% | +1,267.8% | +625.5% |
| All | +1,341.2% | +73.3% | +1,267.9% | +625.5% |
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