+40.1%
FXI vs MTSI
+224.7%
-184.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -1.9% | +1.0% |
| 7D | +1.0% | +1.4% | -0.3% | +0.8% |
| 30D | -0.6% | +2.1% | -2.6% | -1.4% |
| 3M | +1.9% | -29.7% | +31.6% | +6.7% |
| 6M | -0.2% | +12.5% | -12.7% | -5.0% |
| YTD | -5.6% | +57.0% | -62.6% | -16.0% |
| 1Y | -4.7% | +103.9% | -108.6% | -19.9% |
| All | +40.1% | +224.7% | -184.6% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling