-16.7%
FXI vs MSTU
-90.8%
+74.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.9% | +11.6% | -0.9% |
| 7D | -4.2% | -23.0% | +18.8% | -3.4% |
| 30D | -2.0% | -47.7% | +45.7% | -0.3% |
| 3M | -5.0% | +12.5% | -17.5% | -6.6% |
| 6M | -9.6% | -76.1% | +66.4% | -7.3% |
| YTD | -11.9% | -75.5% | +63.6% | -12.1% |
| 1Y | -16.7% | -90.1% | +73.4% | -16.2% |
| All | -16.7% | -90.8% | +74.2% | -16.2% |
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