-16.1%
FXI vs MAGS
+5.6%
-21.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -4.2% | +1.7% | -5.9% | -4.7% |
| 30D | -1.1% | -5.8% | +4.7% | +0.7% |
| 3M | -4.0% | +0.2% | -4.2% | -4.3% |
| 6M | -11.8% | -2.7% | -9.2% | -11.0% |
| YTD | -11.9% | +4.1% | -16.0% | -14.8% |
| 1Y | -16.1% | +7.5% | -23.6% | -20.1% |
| All | -16.1% | +5.6% | -21.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling