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  • MSTR vs FXI✓SelectedUSD · FXIMSTR vs FXI performance historyLatest closeAs of-1.39%09/04
Stock and ETF performance explorer

MSTR vs FXI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,258.4%
FXI return
+221.5%
Excess return
+3,036.9%
Maximum drawdown
-89.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFXIExcessAlpha
1D-1.4%+1.5%-2.9%-2.2%
7D+12.2%+1.0%+11.1%+11.5%
30D+45.2%-0.6%+45.7%+45.5%
3M+10.4%+1.9%+8.5%+9.6%
6M-2.5%-0.2%-2.3%-2.1%
YTD-6.0%-5.6%-0.4%-2.8%
1Y-56.4%-4.7%-51.7%-55.1%
3Y+306.3%+38.0%+268.3%+244.4%
5Y+100.5%-2.7%+103.2%+104.2%
10Y+741.1%+19.9%+721.2%+662.9%
All+3,258.4%+221.5%+3,036.9%+1,633.3%

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 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