+29.0%
FXI vs MTSI
+1,004.6%
-975.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | -1.8% |
| 7D | +5.7% | -10.0% | +15.6% | +6.9% |
| 30D | +4.6% | -37.2% | +41.8% | +12.1% |
| 3M | -2.8% | -30.1% | +27.3% | +1.4% |
| 6M | -6.1% | -31.9% | +25.8% | -3.1% |
| YTD | -8.0% | +23.2% | -31.2% | -15.8% |
| 1Y | -11.3% | +26.4% | -37.7% | -19.4% |
| 3Y | +42.6% | +186.2% | -143.5% | +7.7% |
| 5Y | -0.1% | +187.0% | -187.1% | -26.0% |
| 10Y | +22.7% | +460.4% | -437.6% | -28.6% |
| All | +29.0% | +1,004.6% | -975.6% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling