+505.6%
MA vs FXI
+14.7%
+490.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -0.5% |
| 7D | -1.8% | -1.0% | -0.8% | -1.4% |
| 30D | +1.4% | -3.2% | +4.6% | +2.6% |
| 3M | +17.7% | +1.7% | +16.1% | +16.8% |
| 6M | +9.7% | -1.6% | +11.2% | +9.8% |
| YTD | +0.5% | -7.9% | +8.4% | +3.0% |
| 1Y | -2.1% | -9.6% | +7.5% | +1.0% |
| 3Y | +40.1% | +40.5% | -0.4% | +14.9% |
| 5Y | +67.5% | -6.2% | +73.7% | +66.5% |
| 10Y | +505.6% | +14.2% | +491.5% | +418.1% |
| All | +505.6% | +14.7% | +490.9% | +418.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling