+1.8%
FXI vs MRNA
+521.0%
-519.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.8% | -8.2% | +5.4% | -2.5% |
| 30D | -3.7% | +125.6% | -129.2% | -9.7% |
| 3M | -0.4% | +197.1% | -197.5% | -8.7% |
| 6M | -5.4% | +148.5% | -153.9% | -12.5% |
| YTD | -9.6% | +363.3% | -372.9% | -20.0% |
| 1Y | -11.9% | +462.0% | -473.9% | -23.3% |
| 3Y | +37.8% | +26.9% | +10.9% | +28.5% |
| 5Y | -7.0% | -69.6% | +62.6% | -11.6% |
| All | +1.8% | +521.0% | -519.2% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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