+2,806.8%
MSFT vs FXI
+221.5%
+2,585.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.6% |
| 7D | -2.7% | +1.0% | -3.7% | -3.1% |
| 30D | +2.7% | -0.6% | +3.3% | +2.9% |
| 3M | +17.0% | +1.9% | +15.0% | +16.1% |
| 6M | +23.8% | -0.2% | +24.0% | +23.5% |
| YTD | +4.0% | -5.6% | +9.6% | +5.8% |
| 1Y | -0.8% | -4.7% | +3.8% | +0.3% |
| 3Y | +55.6% | +38.0% | +17.6% | +30.2% |
| 5Y | +72.9% | -2.7% | +75.6% | +60.6% |
| 10Y | +875.8% | +19.9% | +855.9% | +728.1% |
| All | +2,806.8% | +221.5% | +2,585.2% | +1,498.1% |
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 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