+19.2%
FXI vs MTSI
+465.0%
-445.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.9% |
| 7D | -4.2% | +10.0% | -14.2% | -6.0% |
| 30D | -1.1% | -20.3% | +19.2% | +1.6% |
| 3M | -4.0% | -24.4% | +20.5% | -1.3% |
| 6M | -11.8% | -39.2% | +27.3% | -6.9% |
| YTD | -11.9% | +35.5% | -47.4% | -21.2% |
| 1Y | -16.1% | +43.0% | -59.2% | -25.9% |
| 3Y | +38.8% | +196.3% | -157.5% | +2.9% |
| 5Y | -9.1% | +210.0% | -219.1% | -34.7% |
| All | +19.2% | +465.0% | -445.9% | -32.2% |
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