-15.2%
FXI vs MSTU
-89.7%
+74.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -1.9% | -27.7% | +25.8% | -1.0% |
| 30D | -0.6% | -40.3% | +39.6% | +0.7% |
| 3M | -4.9% | +26.4% | -31.3% | -6.9% |
| 6M | -8.8% | -75.7% | +66.9% | -6.4% |
| YTD | -10.7% | -71.9% | +61.1% | -11.3% |
| 1Y | -15.2% | -89.3% | +74.0% | -15.2% |
| All | -15.2% | -89.7% | +74.5% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling