+19.0%
FXI vs MAS
+219.8%
-200.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.5% | +1.9% |
| 7D | +6.9% | +4.6% | +2.3% | +5.6% |
| 30D | +3.5% | +19.9% | -16.4% | -1.6% |
| 3M | -3.2% | +8.9% | -12.1% | -5.7% |
| 6M | -3.5% | +20.2% | -23.7% | -9.4% |
| YTD | -8.1% | +33.9% | -41.9% | -17.1% |
| 1Y | -10.5% | +34.7% | -45.2% | -19.5% |
| 3Y | +43.0% | +60.4% | -17.4% | +18.9% |
| 5Y | -0.1% | +43.5% | -43.5% | -15.9% |
| All | +19.0% | +219.8% | -200.8% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling