+4,524.1%
MU vs FXI
+19.2%
+4,504.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -0.7% |
| 7D | +21.6% | -4.2% | +25.8% | +25.1% |
| 30D | -16.2% | -2.0% | -14.2% | -15.6% |
| 3M | -12.4% | -5.0% | -7.4% | -9.9% |
| 6M | +4.2% | -9.6% | +13.8% | +10.6% |
| YTD | +180.0% | -11.9% | +191.9% | +204.1% |
| 1Y | +226.4% | -16.7% | +243.0% | +269.2% |
| 3Y | +969.7% | +40.6% | +929.1% | +708.9% |
| 5Y | +957.9% | -9.1% | +967.0% | +997.1% |
| All | +4,524.1% | +19.2% | +4,504.9% | +4,029.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling