-16.1%
FXI vs MSTZ
-54.5%
+38.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | +0.2% |
| 7D | -4.2% | +30.8% | -35.0% | -3.3% |
| 30D | -1.1% | +41.2% | -42.3% | +0.3% |
| 3M | -4.0% | -60.9% | +56.9% | -5.6% |
| 6M | -11.8% | -15.7% | +3.8% | -10.1% |
| YTD | -11.9% | -75.2% | +63.3% | -12.9% |
| 1Y | -16.1% | -59.8% | +43.7% | -16.7% |
| All | -16.1% | -54.5% | +38.4% | -16.7% |
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