+3.3%
MSFT vs FXI
-15.4%
+18.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.8% | -1.8% |
| 7D | -6.2% | -1.9% | -4.3% | -5.7% |
| 30D | -3.7% | -0.6% | -3.1% | -3.7% |
| 3M | +3.6% | -4.9% | +8.5% | +4.6% |
| 6M | +26.8% | -8.8% | +35.6% | +28.2% |
| YTD | +8.4% | -10.7% | +19.2% | +8.9% |
| 1Y | +3.3% | -15.2% | +18.5% | +4.1% |
| All | +3.3% | -15.4% | +18.7% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling