-44.8%
MP vs FXI
-12.3%
-32.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | -10.5% | +5.7% | -16.2% | -15.1% |
| 30D | -23.5% | +4.6% | -28.1% | -26.6% |
| 3M | -25.4% | -2.8% | -22.7% | -23.0% |
| 6M | -51.3% | -6.1% | -45.2% | -47.2% |
| YTD | -29.9% | -8.0% | -21.9% | -24.7% |
| All | -44.8% | -12.3% | -32.5% | -36.6% |
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