+498.8%
MAR vs FXI
+19.2%
+479.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.6% | -4.2% | +5.8% | +3.3% |
| 30D | +13.8% | -1.1% | +14.9% | +14.2% |
| 3M | +20.3% | -4.0% | +24.2% | +22.0% |
| 6M | +21.3% | -11.8% | +33.2% | +26.8% |
| YTD | +37.2% | -11.9% | +49.1% | +43.3% |
| 1Y | +48.4% | -16.1% | +64.6% | +57.9% |
| 3Y | +120.1% | +38.8% | +81.3% | +83.7% |
| 5Y | +182.1% | -9.1% | +191.1% | +184.4% |
| All | +498.8% | +19.2% | +479.6% | +423.8% |
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