+20.3%
FXI vs MTSI
+454.4%
-434.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +3.7% | -3.8% | +7.5% | +3.7% |
| 30D | +0.5% | -31.4% | +31.9% | +6.1% |
| 3M | -5.7% | -23.8% | +18.1% | -3.2% |
| 6M | -6.9% | -37.1% | +30.2% | -2.3% |
| YTD | -9.5% | +32.2% | -41.7% | -18.5% |
| 1Y | -14.0% | +26.9% | -41.0% | -22.2% |
| 3Y | +44.5% | +193.7% | -149.2% | +7.5% |
| 5Y | -2.8% | +218.0% | -220.8% | -30.3% |
| 10Y | +20.3% | +477.8% | -457.4% | -30.3% |
| All | +20.3% | +454.4% | -434.1% | -30.3% |
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