+113.6%
MS vs FXI
-0.9%
+114.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -7.0% | -6.2% |
| 7D | -3.4% | +6.9% | -10.3% | -5.2% |
| 30D | -3.9% | +3.5% | -7.4% | -4.8% |
| 3M | -15.9% | -3.2% | -12.7% | -15.2% |
| 6M | -2.5% | -3.5% | +1.1% | -1.8% |
| YTD | +5.1% | -8.1% | +13.2% | +7.2% |
| 1Y | +13.0% | -10.5% | +23.5% | +16.1% |
| 3Y | +160.7% | +43.0% | +117.6% | +131.1% |
| All | +113.6% | -0.9% | +114.6% | +116.2% |
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