+36.9%
FXI vs MSFU
+76.3%
-39.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +2.0% |
| 7D | +1.0% | -5.7% | +6.7% | +1.6% |
| 30D | -0.6% | +4.2% | -4.7% | -1.1% |
| 3M | +1.9% | +27.9% | -26.0% | -1.6% |
| 6M | -0.2% | +37.1% | -37.3% | -5.2% |
| YTD | -5.6% | -7.4% | +1.8% | -6.0% |
| 1Y | -4.7% | -19.6% | +14.9% | -3.2% |
| 3Y | +38.0% | +33.2% | +4.8% | +22.0% |
| All | +36.9% | +76.3% | -39.4% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling