+20.1%
FXI vs MTSI
+512.4%
-492.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.0% | -9.8% | -2.4% |
| 7D | +4.4% | +3.5% | +0.8% | +3.1% |
| 30D | +1.2% | -30.3% | +31.5% | +6.5% |
| 3M | -4.2% | -26.0% | +21.8% | -1.1% |
| 6M | -6.2% | -36.1% | +29.9% | -1.8% |
| YTD | -8.8% | +34.3% | -43.1% | -18.1% |
| 1Y | -11.6% | +35.3% | -46.9% | -21.0% |
| 3Y | +45.1% | +217.6% | -172.5% | +6.2% |
| 5Y | -1.2% | +210.1% | -211.3% | -28.9% |
| 10Y | +20.1% | +471.4% | -451.4% | -30.5% |
| All | +20.1% | +512.4% | -492.3% | -30.5% |
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 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