+91.9%
MO vs FXI
+36.5%
+55.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -2.4% | -2.8% | +0.4% | -2.4% |
| 30D | +3.6% | -5.3% | +8.9% | +3.6% |
| 3M | -3.7% | +0.3% | -4.1% | -3.7% |
| 6M | +4.5% | -4.6% | +9.1% | +4.5% |
| YTD | +21.5% | -9.1% | +30.6% | +21.5% |
| 1Y | +9.5% | -12.0% | +21.5% | +9.6% |
| All | +91.9% | +36.5% | +55.4% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling