+221.8%
FXI vs MSI
+843.7%
-622.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +1.0% | -3.7% | +4.7% | +2.6% |
| 30D | -0.6% | +6.8% | -7.4% | -3.7% |
| 3M | +1.9% | +14.3% | -12.4% | -4.3% |
| 6M | -0.2% | -1.6% | +1.4% | -0.6% |
| YTD | -5.6% | +22.8% | -28.4% | -15.0% |
| 1Y | -4.7% | -1.1% | -3.6% | -6.0% |
| 3Y | +38.0% | +70.5% | -32.4% | +4.1% |
| 5Y | -2.7% | +102.8% | -105.5% | -34.1% |
| 10Y | +19.9% | +597.4% | -577.5% | -58.3% |
| All | +221.8% | +843.7% | -622.0% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling