+110.9%
MO vs FXI
+17.1%
+93.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.1% | -3.9% | +4.0% | +0.6% |
| 30D | +7.1% | -2.1% | +9.2% | +7.4% |
| 3M | -2.0% | -0.5% | -1.5% | -2.0% |
| 6M | +7.3% | -4.5% | +11.8% | +7.7% |
| YTD | +23.5% | -9.2% | +32.7% | +24.5% |
| 1Y | +11.0% | -13.8% | +24.8% | +12.6% |
| 3Y | +95.0% | +36.6% | +58.4% | +83.2% |
| 5Y | +100.6% | -6.7% | +107.3% | +101.8% |
| All | +110.9% | +17.1% | +93.8% | +96.2% |
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