+1,580.2%
MAR vs FXI
+221.5%
+1,358.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | -4.2% | +1.0% | -5.2% | -4.6% |
| 30D | -6.7% | -0.6% | -6.1% | -6.5% |
| 3M | -12.5% | +1.9% | -14.4% | -13.5% |
| 6M | +0.6% | -0.2% | +0.7% | +0.2% |
| YTD | +9.1% | -5.6% | +14.7% | +11.4% |
| 1Y | +26.2% | -4.7% | +30.9% | +27.9% |
| 3Y | +68.2% | +38.0% | +30.1% | +36.5% |
| 5Y | +163.9% | -2.7% | +166.6% | +142.0% |
| 10Y | +420.6% | +19.9% | +400.6% | +319.2% |
| All | +1,580.2% | +221.5% | +1,358.6% | +753.4% |
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 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