+125.9%
MS vs FXI
-6.5%
+132.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +2.0% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | +0.9% | -0.6% | +1.6% | +1.1% |
| 3M | -10.8% | -4.9% | -6.0% | -9.7% |
| 6M | +0.9% | -8.8% | +9.7% | +3.2% |
| YTD | +9.8% | -10.7% | +20.5% | +12.9% |
| 1Y | +17.1% | -15.2% | +32.3% | +22.1% |
| 3Y | +175.7% | +42.5% | +133.2% | +144.5% |
| 5Y | +125.9% | -7.8% | +133.7% | +141.4% |
| All | +125.9% | -6.5% | +132.4% | +141.4% |
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