+33.5%
FXI vs MSFU
+72.2%
-38.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -2.2% |
| 7D | -1.0% | -3.2% | +2.2% | -0.7% |
| 30D | -3.2% | -3.1% | -0.1% | -3.0% |
| 3M | +1.7% | +35.3% | -33.6% | -2.5% |
| 6M | -1.6% | +31.6% | -33.1% | -6.0% |
| YTD | -7.9% | -9.5% | +1.6% | -8.1% |
| 1Y | -9.6% | -18.4% | +8.8% | -8.6% |
| 3Y | +40.5% | +26.9% | +13.5% | +25.1% |
| All | +33.5% | +72.2% | -38.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 5y: compounded portfolio wealth divided by compounded MSFU 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…
5y analysis · Full analysis span regression · 6 months rolling