+46.2%
MSFT vs FXI
+39.4%
+6.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.3% | -4.2% | +2.9% | -0.6% |
| 30D | -1.8% | -1.1% | -0.7% | -1.7% |
| 3M | +5.6% | -4.0% | +9.6% | +6.2% |
| 6M | +29.8% | -11.8% | +41.6% | +32.0% |
| YTD | +9.0% | -11.9% | +20.9% | +10.7% |
| 1Y | +4.9% | -16.1% | +21.1% | +7.2% |
| 3Y | +46.2% | +38.8% | +7.4% | +41.3% |
| All | +46.2% | +39.4% | +6.8% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling