+15.0%
FXI vs MSCI
+615.8%
-600.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -2.8% | -1.1% | -1.7% | -2.5% |
| 30D | -5.3% | -1.2% | -4.2% | -5.1% |
| 3M | +0.3% | -8.4% | +8.7% | +2.7% |
| 6M | -4.6% | -1.0% | -3.5% | -5.1% |
| YTD | -9.1% | -2.3% | -6.8% | -9.7% |
| 1Y | -12.0% | -1.2% | -10.8% | -13.2% |
| 3Y | +38.6% | +7.9% | +30.7% | +29.1% |
| 5Y | -6.6% | -10.1% | +3.5% | -10.3% |
| 10Y | +15.0% | +631.0% | -616.0% | -48.4% |
| All | +15.0% | +615.8% | -600.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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