+4,108.9%
MU vs FXI
+22.5%
+4,086.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | -15.2% | +3.7% | -18.9% | -17.7% |
| 30D | -29.5% | +0.5% | -30.0% | -30.1% |
| 3M | -15.8% | -5.7% | -10.1% | -12.9% |
| 6M | -2.9% | -6.9% | +4.0% | +1.2% |
| YTD | +154.2% | -9.5% | +163.7% | +171.3% |
| 1Y | +186.6% | -14.0% | +200.6% | +217.7% |
| 3Y | +871.5% | +44.5% | +826.9% | +621.6% |
| 5Y | +911.7% | -2.8% | +914.5% | +892.1% |
| All | +4,108.9% | +22.5% | +4,086.4% | +3,610.7% |
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 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