+73.1%
MA vs FXI
-4.2%
+77.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -2.7% | +1.0% | -3.7% | -2.9% |
| 30D | +1.5% | -0.6% | +2.1% | +1.6% |
| 3M | +20.4% | +1.9% | +18.5% | +19.8% |
| 6M | +11.1% | -0.2% | +11.3% | +10.9% |
| YTD | +2.0% | -5.6% | +7.5% | +2.9% |
| 1Y | -2.2% | -4.7% | +2.5% | -1.5% |
| 3Y | +41.9% | +38.0% | +3.9% | +28.1% |
| All | +73.1% | -4.2% | +77.3% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling