+14.7%
FXI vs MKSI
+524.1%
-509.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.1% |
| 7D | -3.9% | +2.7% | -6.6% | -4.5% |
| 30D | -2.1% | -12.8% | +10.7% | +0.9% |
| 3M | -0.5% | -22.5% | +22.1% | +3.3% |
| 6M | -4.5% | +19.4% | -23.9% | -12.2% |
| YTD | -9.2% | +67.7% | -77.0% | -24.2% |
| 1Y | -13.8% | +131.4% | -145.2% | -34.6% |
| 3Y | +36.6% | +197.3% | -160.8% | -10.1% |
| 5Y | -6.7% | +87.0% | -93.6% | -32.4% |
| All | +14.7% | +524.1% | -509.4% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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