+1,315.7%
MU vs FXI
-4.2%
+1,319.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.6% | +5.2% |
| 7D | +9.0% | +1.0% | +7.9% | +8.4% |
| 30D | +13.8% | -0.6% | +14.4% | +14.1% |
| 3M | +2.1% | +1.9% | +0.2% | +0.7% |
| 6M | +153.8% | -0.2% | +154.0% | +154.1% |
| YTD | +256.4% | -5.6% | +262.0% | +269.1% |
| 1Y | +719.8% | -4.7% | +724.4% | +749.7% |
| 3Y | +1,360.4% | +38.0% | +1,322.3% | +1,129.4% |
| All | +1,315.7% | -4.2% | +1,319.9% | +1,285.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling