+27.5%
FXI vs MAGS
+187.1%
-159.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.8% | -1.8% | -1.0% | -2.2% |
| 30D | -3.7% | +1.1% | -4.8% | -4.1% |
| 3M | -0.4% | +7.7% | -8.1% | -3.1% |
| 6M | -5.4% | +11.7% | -17.1% | -9.3% |
| YTD | -9.6% | +4.9% | -14.5% | -11.5% |
| 1Y | -11.9% | +14.3% | -26.3% | -16.2% |
| 3Y | +37.8% | +128.9% | -91.1% | -3.2% |
| All | +27.5% | +187.1% | -159.5% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling