+40.1%
MS vs FXI
-12.5%
+52.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -1.5% | -3.9% | +2.3% | -0.1% |
| 30D | -1.5% | -2.1% | +0.6% | -0.8% |
| 3M | +1.4% | -0.5% | +1.8% | +1.2% |
| 6M | +34.7% | -4.5% | +39.2% | +36.7% |
| YTD | +22.7% | -9.2% | +32.0% | +27.4% |
| 1Y | +40.1% | -13.8% | +53.9% | +47.1% |
| All | +40.1% | -12.5% | +52.6% | +47.1% |
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