+15.0%
FXI vs MSI
+593.5%
-578.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -2.8% | -4.0% | +1.2% | -1.8% |
| 30D | -5.3% | -0.5% | -4.9% | -5.3% |
| 3M | +0.3% | +11.4% | -11.1% | -2.7% |
| 6M | -4.6% | +1.0% | -5.6% | -5.4% |
| YTD | -9.1% | +20.7% | -29.7% | -14.4% |
| 1Y | -12.0% | -2.7% | -9.3% | -12.1% |
| 3Y | +38.6% | +68.2% | -29.6% | +15.0% |
| 5Y | -6.6% | +100.0% | -106.5% | -28.1% |
| 10Y | +15.0% | +596.9% | -581.9% | -38.6% |
| All | +15.0% | +593.5% | -578.5% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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