+17.7%
MS vs FXI
-17.2%
+34.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.1% | -4.2% | +9.3% | +6.5% |
| 30D | +5.7% | -1.1% | +6.8% | +5.9% |
| 3M | -12.2% | -4.0% | -8.2% | -11.2% |
| 6M | -0.5% | -11.8% | +11.3% | +4.7% |
| YTD | +9.8% | -11.9% | +21.7% | +14.7% |
| 1Y | +17.7% | -16.1% | +33.8% | +27.0% |
| All | +17.7% | -17.2% | +34.9% | +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