+100.1%
MO vs FXI
-8.2%
+108.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -1.0% | -2.8% | +1.8% | -1.0% |
| 30D | +5.8% | -3.7% | +9.5% | +5.9% |
| 3M | -4.5% | -0.4% | -4.1% | -4.5% |
| 6M | +5.7% | -5.4% | +11.1% | +5.8% |
| YTD | +23.1% | -9.6% | +32.7% | +23.3% |
| 1Y | +10.9% | -11.9% | +22.8% | +11.2% |
| 3Y | +96.1% | +37.8% | +58.3% | +92.2% |
| 5Y | +100.1% | -7.0% | +107.1% | +95.5% |
| All | +100.1% | -8.2% | +108.3% | +95.5% |
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