+20.3%
FXI vs MSI
+670.3%
-650.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.7% | +7.4% | -3.7% | +1.8% |
| 30D | +0.5% | +18.7% | -18.2% | -3.9% |
| 3M | -5.7% | +14.5% | -20.2% | -9.0% |
| 6M | -6.9% | +38.1% | -45.0% | -14.8% |
| YTD | -9.5% | +38.7% | -48.2% | -17.8% |
| 1Y | -14.0% | +35.4% | -49.4% | -21.4% |
| 3Y | +44.5% | +75.1% | -30.6% | +19.4% |
| 5Y | -2.8% | +126.4% | -129.2% | -27.5% |
| 10Y | +20.3% | +671.4% | -651.1% | -39.6% |
| All | +20.3% | +670.3% | -650.0% | -39.6% |
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