+154.1%
MAR vs FXI
-6.0%
+160.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | -0.5% | -2.8% | +2.3% | +0.2% |
| 30D | -4.7% | -5.3% | +0.7% | -3.3% |
| 3M | -15.6% | +0.3% | -15.9% | -15.8% |
| 6M | +1.2% | -4.6% | +5.8% | +2.3% |
| YTD | +7.5% | -9.1% | +16.6% | +9.9% |
| 1Y | +26.6% | -12.0% | +38.6% | +30.4% |
| 3Y | +66.0% | +38.6% | +27.3% | +48.6% |
| 5Y | +154.1% | -6.6% | +160.7% | +148.4% |
| All | +154.1% | -6.0% | +160.1% | +148.4% |
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 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