-1.2%
FXI vs MTSI
+155.6%
-156.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -18.4% | +19.4% | +4.2% |
| 7D | +6.9% | -24.6% | +31.5% | +11.7% |
| 30D | +3.5% | -45.7% | +49.2% | +14.4% |
| 3M | -3.2% | -27.7% | +24.6% | 0.0% |
| 6M | -3.5% | -37.3% | +33.8% | +0.8% |
| YTD | -8.1% | +11.1% | -19.2% | -17.6% |
| 1Y | -10.5% | +27.2% | -37.7% | -22.9% |
| 3Y | +43.0% | +153.7% | -110.6% | -5.1% |
| All | -1.2% | +155.6% | -156.8% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling