+209.9%
FXI vs MKSI
+1,905.6%
-1,695.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.6% |
| 7D | -2.8% | +6.6% | -9.4% | -5.0% |
| 30D | -5.3% | -8.2% | +2.9% | -3.0% |
| 3M | +0.3% | -16.4% | +16.8% | +2.6% |
| 6M | -4.6% | +23.0% | -27.5% | -16.2% |
| YTD | -9.1% | +68.2% | -77.3% | -29.6% |
| 1Y | -12.0% | +148.6% | -160.5% | -42.0% |
| 3Y | +38.6% | +196.0% | -157.3% | -23.5% |
| 5Y | -6.6% | +87.4% | -93.9% | -41.9% |
| 10Y | +15.0% | +523.8% | -508.8% | -66.6% |
| All | +209.9% | +1,905.6% | -1,695.7% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling