+3,001.4%
MSFT vs FXI
+208.4%
+2,793.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +2.3% | +3.7% | -1.3% | +0.9% |
| 30D | -0.4% | +0.5% | -0.9% | -0.5% |
| 3M | +5.6% | -5.7% | +11.3% | +7.9% |
| 6M | +29.0% | -6.9% | +35.9% | +32.3% |
| YTD | +10.9% | -9.5% | +20.4% | +14.7% |
| 1Y | +6.2% | -14.0% | +20.3% | +12.0% |
| 3Y | +47.6% | +44.5% | +3.1% | +21.3% |
| 5Y | +67.9% | -2.8% | +70.7% | +56.3% |
| 10Y | +922.9% | +20.3% | +902.5% | +766.7% |
| All | +3,001.4% | +208.4% | +2,793.0% | +1,632.7% |
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