-11.9%
FXI vs MSTZ
-12.4%
+0.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.6% | -7.2% | -0.4% |
| 7D | -2.8% | +24.8% | -27.6% | -2.0% |
| 30D | -3.7% | -59.2% | +55.6% | -6.1% |
| 3M | -0.4% | -56.9% | +56.4% | -1.9% |
| 6M | -5.4% | -57.6% | +52.2% | -6.3% |
| YTD | -9.6% | -73.6% | +64.0% | -10.6% |
| 1Y | -11.9% | -15.6% | +3.6% | -5.5% |
| All | -11.9% | -12.4% | +0.5% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling