+5,778.3%
MU vs FXI
+14.7%
+5,763.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.8% | +0.1% |
| 7D | +7.2% | -1.0% | +8.1% | +7.9% |
| 30D | +14.0% | -3.2% | +17.2% | +16.6% |
| 3M | +5.4% | +1.7% | +3.7% | +3.4% |
| 6M | +170.3% | -1.6% | +171.8% | +173.0% |
| YTD | +250.7% | -7.9% | +258.6% | +272.3% |
| 1Y | +662.1% | -9.6% | +671.7% | +725.0% |
| 3Y | +1,341.2% | +40.5% | +1,300.8% | +998.8% |
| 5Y | +1,319.3% | -6.2% | +1,325.6% | +1,344.8% |
| 10Y | +5,778.3% | +14.2% | +5,764.1% | +5,032.2% |
| All | +5,778.3% | +14.7% | +5,763.6% | +5,032.2% |
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