-10.5%
FXI vs MTSI
+59.5%
-70.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.3% |
| 7D | +6.6% | -10.7% | +17.2% | +7.2% |
| 30D | +2.2% | -29.0% | +31.2% | +3.9% |
| 3M | -4.7% | -14.7% | +10.0% | -4.6% |
| 6M | -4.7% | -20.1% | +15.4% | -5.1% |
| YTD | -9.0% | +36.1% | -45.1% | -16.7% |
| 1Y | -10.5% | +61.7% | -72.3% | -20.5% |
| All | -10.5% | +59.5% | -70.0% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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