-32.6%
MP vs FXI
-17.2%
-15.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | -4.2% | +13.7% | +13.4% |
| 30D | -3.0% | -1.1% | -1.9% | -2.4% |
| 3M | -30.4% | -4.0% | -26.4% | -27.8% |
| 6M | -39.2% | -11.8% | -27.3% | -29.9% |
| YTD | -23.3% | -11.9% | -11.4% | -14.5% |
| 1Y | -32.6% | -16.1% | -16.5% | -20.0% |
| All | -32.6% | -17.2% | -15.4% | -20.0% |
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