+185.4%
MAR vs FXI
-6.5%
+191.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | +1.0% | -1.9% | +3.0% | +1.5% |
| 30D | +16.2% | -0.6% | +16.9% | +16.4% |
| 3M | +23.1% | -4.9% | +27.9% | +24.6% |
| 6M | +22.0% | -8.8% | +30.8% | +24.7% |
| YTD | +39.2% | -10.7% | +49.9% | +43.0% |
| 1Y | +48.3% | -15.2% | +63.5% | +54.5% |
| 3Y | +123.4% | +42.5% | +80.9% | +96.7% |
| 5Y | +185.4% | -7.8% | +193.2% | +237.0% |
| All | +185.4% | -6.5% | +191.9% | +237.0% |
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