+629.0%
MS vs FXI
+213.1%
+415.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -7.0% | -6.7% |
| 7D | -3.4% | +6.9% | -10.3% | -8.0% |
| 30D | -3.9% | +3.5% | -7.4% | -6.4% |
| 3M | -15.9% | -3.2% | -12.7% | -14.3% |
| 6M | -2.5% | -3.5% | +1.1% | -0.9% |
| YTD | +5.1% | -8.1% | +13.2% | +10.2% |
| 1Y | +13.0% | -10.5% | +23.5% | +20.7% |
| 3Y | +160.7% | +43.0% | +117.6% | +80.5% |
| 5Y | +114.0% | -0.1% | +114.1% | +75.8% |
| 10Y | +637.5% | +22.7% | +614.8% | +383.0% |
| All | +629.0% | +213.1% | +415.9% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling