-34.6%
MP vs FXI
-10.5%
-24.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.2% | -9.3% | -8.8% |
| 7D | -12.5% | +6.6% | -19.1% | -17.9% |
| 30D | -23.3% | +2.2% | -25.5% | -24.8% |
| 3M | -24.4% | -4.7% | -19.6% | -20.3% |
| 6M | -45.8% | -4.7% | -41.1% | -42.6% |
| YTD | -28.9% | -9.0% | -19.9% | -22.7% |
| 1Y | -34.6% | -10.5% | -24.1% | -27.0% |
| All | -34.6% | -10.5% | -24.0% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling