+2,396.1%
MUU vs EWJ
+49.5%
+2,346.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -8.9% |
| 7D | -8.2% | +0.3% | -8.5% | -9.6% |
| 30D | +10.2% | +0.8% | +9.4% | +7.6% |
| 3M | -26.5% | +7.5% | -34.0% | -34.3% |
| 6M | +227.2% | +15.6% | +211.6% | +161.3% |
| YTD | +527.4% | +22.7% | +504.7% | +310.2% |
| 1Y | +1,843.7% | +26.4% | +1,817.3% | +1,104.7% |
| All | +2,396.1% | +49.5% | +2,346.6% | +894.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling