+8.3%
FXI vs MGY
+210.8%
-202.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | -2.8% | +1.5% | -4.3% | -3.0% |
| 30D | -5.3% | +6.8% | -12.2% | -6.3% |
| 3M | +0.3% | +2.6% | -2.3% | -0.4% |
| 6M | -4.6% | -3.1% | -1.5% | -4.8% |
| YTD | -9.1% | +29.4% | -38.5% | -13.6% |
| 1Y | -12.0% | +22.3% | -34.3% | -15.7% |
| 3Y | +38.6% | +26.6% | +12.1% | +30.3% |
| 5Y | -6.6% | +92.1% | -98.7% | -19.4% |
| All | +8.3% | +210.8% | -202.5% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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