+2,423.9%
MUU vs EWJ
+46.3%
+2,377.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.8% | -7.3% |
| 7D | +3.6% | -1.5% | +5.0% | +9.4% |
| 30D | +22.3% | +0.2% | +22.2% | +23.1% |
| 3M | -8.2% | +8.6% | -16.8% | -18.3% |
| 6M | +256.3% | +12.1% | +244.2% | +216.1% |
| YTD | +534.4% | +20.1% | +514.3% | +350.5% |
| 1Y | +2,163.5% | +25.2% | +2,138.3% | +1,375.0% |
| All | +2,423.9% | +46.3% | +2,377.6% | +992.5% |
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