+764.7%
MS vs FXI
+221.5%
+543.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.8% |
| 7D | +1.4% | +1.0% | +0.3% | +0.6% |
| 30D | -0.3% | -0.6% | +0.3% | 0.0% |
| 3M | +0.3% | +1.9% | -1.6% | -1.6% |
| 6M | +31.3% | -0.2% | +31.5% | +30.4% |
| YTD | +24.7% | -5.6% | +30.3% | +28.6% |
| 1Y | +47.9% | -4.7% | +52.6% | +51.0% |
| 3Y | +178.3% | +38.0% | +140.3% | +98.2% |
| 5Y | +144.9% | -2.7% | +147.6% | +105.6% |
| 10Y | +804.5% | +19.9% | +784.6% | +507.2% |
| All | +764.7% | +221.5% | +543.1% | +220.0% |
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