-13.4%
FXI vs MTSI
+32.8%
-46.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.0% | -9.8% | -1.1% |
| 7D | +4.4% | +3.5% | +0.8% | +4.1% |
| 30D | +1.2% | -30.3% | +31.5% | +2.9% |
| 3M | -4.2% | -26.0% | +21.8% | -3.0% |
| 6M | -6.2% | -36.1% | +29.9% | -3.8% |
| YTD | -8.8% | +34.3% | -43.1% | -16.7% |
| All | -13.4% | +32.8% | -46.2% | -20.8% |
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