+847.8%
MU vs FXI
-0.9%
+848.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -22.0% | +5.7% | -27.7% | -24.6% |
| 30D | -36.6% | +4.6% | -41.1% | -38.4% |
| 3M | -21.7% | -2.8% | -18.9% | -20.9% |
| 6M | +3.5% | -6.1% | +9.6% | +6.7% |
| YTD | +141.9% | -8.0% | +150.0% | +153.2% |
| 1Y | +189.8% | -11.3% | +201.2% | +210.0% |
| 3Y | +855.4% | +42.6% | +812.7% | +687.2% |
| All | +847.8% | -0.9% | +848.8% | +836.9% |
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