-10.3%
FXI vs MSCI
+3,095.4%
-3,105.6%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +1.0% |
| 7D | +5.7% | +2.8% | +2.8% | +4.4% |
| 30D | +4.6% | +15.4% | -10.8% | -1.7% |
| 3M | -2.8% | +13.4% | -16.2% | -8.2% |
| 6M | -6.1% | +10.9% | -17.0% | -11.1% |
| YTD | -8.0% | +13.0% | -21.0% | -14.6% |
| 1Y | -11.3% | +12.0% | -23.4% | -17.4% |
| 3Y | +42.6% | +34.1% | +8.5% | +18.1% |
| 5Y | -0.1% | +3.9% | -4.0% | -10.5% |
| 10Y | +22.7% | +802.0% | -779.3% | -64.4% |
| All | -10.3% | +3,095.4% | -3,105.6% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling