+71.4%
MSFT vs FXI
-7.1%
+78.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.6% |
| 7D | -1.4% | -1.0% | -0.4% | -1.2% |
| 30D | -1.0% | -3.2% | +2.2% | -0.3% |
| 3M | +20.2% | +1.7% | +18.5% | +19.8% |
| 6M | +21.3% | -1.6% | +22.8% | +21.5% |
| YTD | +2.8% | -7.9% | +10.7% | +4.3% |
| 1Y | 0.0% | -9.6% | +9.6% | +1.8% |
| 3Y | +51.2% | +40.5% | +10.8% | +36.7% |
| 5Y | +71.4% | -6.2% | +77.7% | +68.4% |
| All | +71.4% | -7.1% | +78.6% | +68.4% |
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