+22.5%
MA vs FXI
-10.5%
+33.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.2% | -0.3% | +3.4% |
| 7D | +10.2% | +6.6% | +3.7% | +9.4% |
| 30D | +19.3% | +2.2% | +17.1% | +18.8% |
| 3M | +18.0% | -4.7% | +22.7% | +18.0% |
| 6M | +33.7% | -4.7% | +38.4% | +33.8% |
| YTD | +18.6% | -9.0% | +27.6% | +19.6% |
| 1Y | +22.5% | -10.5% | +33.0% | +24.4% |
| All | +22.5% | -10.5% | +33.0% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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