+34.0%
FXI vs MSTZ
-99.2%
+133.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | +0.2% |
| 7D | -4.2% | +30.8% | -35.0% | -3.0% |
| 30D | -1.1% | +41.2% | -42.3% | +0.8% |
| 3M | -4.0% | -60.9% | +56.9% | -6.2% |
| 6M | -11.8% | -15.7% | +3.8% | -9.4% |
| YTD | -11.9% | -75.2% | +63.3% | -12.0% |
| 1Y | -16.1% | -59.8% | +43.7% | -13.7% |
| All | +34.0% | -99.2% | +133.2% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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