-2.1%
MA vs FXI
-9.2%
+7.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -1.2% |
| 7D | -1.8% | -1.0% | -0.8% | -1.6% |
| 30D | +1.4% | -3.2% | +4.6% | +1.8% |
| 3M | +17.7% | +1.7% | +16.1% | +17.7% |
| 6M | +9.7% | -1.6% | +11.2% | +9.7% |
| YTD | +0.5% | -7.9% | +8.4% | +1.7% |
| 1Y | -2.1% | -9.6% | +7.5% | -1.4% |
| All | -2.1% | -9.2% | +7.1% | -1.4% |
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