+5,930.0%
MU vs EWJ
+156.6%
+5,773.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.7% | +5.7% |
| 7D | +9.0% | +2.5% | +6.5% | +6.5% |
| 30D | +13.8% | +3.3% | +10.5% | +10.6% |
| 3M | +2.1% | +5.0% | -2.9% | +0.4% |
| 6M | +153.8% | +11.5% | +142.3% | +137.9% |
| YTD | +256.4% | +22.4% | +234.0% | +206.9% |
| 1Y | +719.8% | +30.2% | +689.6% | +571.5% |
| 3Y | +1,360.4% | +72.8% | +1,287.5% | +853.8% |
| 5Y | +1,312.4% | +54.1% | +1,258.3% | +936.3% |
| 10Y | +6,142.6% | +140.6% | +6,002.0% | +3,272.4% |
| All | +5,930.0% | +156.6% | +5,773.4% | +2,941.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling