+112.4%
MS vs FXI
-0.9%
+113.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -1.6% | +5.7% | -7.2% | -3.0% |
| 30D | -3.8% | +4.6% | -8.4% | -5.0% |
| 3M | -14.6% | -2.8% | -11.8% | -14.0% |
| 6M | -5.1% | -6.1% | +1.0% | -3.6% |
| YTD | +4.5% | -8.0% | +12.6% | +6.6% |
| 1Y | +13.5% | -11.3% | +24.9% | +17.0% |
| 3Y | +160.4% | +42.6% | +117.8% | +131.1% |
| All | +112.4% | -0.9% | +113.4% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling