-7.8%
FXI vs MTSI
+247.2%
-255.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.3% | -11.7% | -3.1% |
| 7D | -1.9% | +7.2% | -9.1% | -3.7% |
| 30D | -0.6% | -18.4% | +17.8% | +2.0% |
| 3M | -4.9% | -16.7% | +11.8% | -3.7% |
| 6M | -8.8% | -31.7% | +22.9% | -5.0% |
| YTD | -10.7% | +45.9% | -56.6% | -23.8% |
| 1Y | -15.2% | +47.0% | -62.2% | -28.0% |
| 3Y | +42.5% | +224.1% | -181.6% | -9.1% |
| 5Y | -7.8% | +238.5% | -246.4% | -47.1% |
| All | -7.8% | +247.2% | -255.1% | -47.1% |
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