+209.3%
FXI vs MRSH
+527.2%
-317.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -3.9% | -4.8% | +0.9% | -1.3% |
| 30D | -2.1% | -6.3% | +4.2% | +1.4% |
| 3M | -0.5% | +5.8% | -6.3% | -4.2% |
| 6M | -4.5% | +2.8% | -7.3% | -7.5% |
| YTD | -9.2% | -3.1% | -6.1% | -9.8% |
| 1Y | -13.8% | -11.3% | -2.5% | -10.5% |
| 3Y | +36.6% | -5.0% | +41.5% | +33.4% |
| 5Y | -6.7% | +19.2% | -25.9% | -22.0% |
| 10Y | +14.8% | +217.4% | -202.6% | -50.6% |
| All | +209.3% | +527.2% | -317.9% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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