+18.1%
FXI vs MTSI
+513.8%
-495.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -1.9% | +0.9% |
| 7D | +1.0% | +1.4% | -0.3% | +0.8% |
| 30D | -0.6% | +2.1% | -2.6% | -1.5% |
| 3M | +1.9% | -29.7% | +31.6% | +7.2% |
| 6M | -0.2% | +12.5% | -12.7% | -4.9% |
| YTD | -5.6% | +57.0% | -62.6% | -16.0% |
| 1Y | -4.7% | +103.9% | -108.6% | -19.8% |
| 3Y | +38.0% | +223.6% | -185.5% | +2.8% |
| 5Y | -2.7% | +321.6% | -324.2% | -32.4% |
| All | +18.1% | +513.8% | -495.6% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling