-16.1%
FXI vs MSTU
-90.4%
+74.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.2% |
| 7D | -4.2% | -25.8% | +21.6% | -3.3% |
| 30D | -1.1% | -43.9% | +42.7% | +0.4% |
| 3M | -4.0% | +2.9% | -6.8% | -5.3% |
| 6M | -11.8% | -75.5% | +63.7% | -9.6% |
| YTD | -11.9% | -76.7% | +64.8% | -12.0% |
| 1Y | -16.1% | -88.9% | +72.8% | -15.8% |
| All | -16.1% | -90.4% | +74.3% | -15.8% |
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