+13,824.2%
MA vs FXI
+131.8%
+13,692.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.8% |
| 7D | -2.7% | +1.0% | -3.7% | -3.2% |
| 30D | +1.5% | -0.6% | +2.1% | +1.7% |
| 3M | +20.4% | +1.9% | +18.5% | +19.1% |
| 6M | +11.1% | -0.2% | +11.3% | +10.6% |
| YTD | +2.0% | -5.6% | +7.5% | +3.7% |
| 1Y | -2.2% | -4.7% | +2.5% | -1.1% |
| 3Y | +41.9% | +38.0% | +3.9% | +14.9% |
| 5Y | +75.4% | -2.7% | +78.0% | +60.2% |
| 10Y | +527.5% | +19.9% | +507.6% | +410.3% |
| All | +13,824.2% | +131.8% | +13,692.3% | +7,586.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling