+19.2%
FXI vs MOD
+1,079.7%
-1,060.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.9% | -2.8% |
| 7D | -4.2% | +40.4% | -44.6% | -7.9% |
| 30D | -1.1% | -14.0% | +12.9% | -0.4% |
| 3M | -4.0% | -33.3% | +29.4% | -0.9% |
| 6M | -11.8% | -51.4% | +39.6% | -6.6% |
| YTD | -11.9% | +1.6% | -13.5% | -15.1% |
| 1Y | -16.1% | +5.4% | -21.5% | -19.7% |
| 3Y | +38.8% | +191.0% | -152.2% | +10.4% |
| 5Y | -9.1% | +1,093.1% | -1,102.2% | -42.1% |
| All | +19.2% | +1,079.7% | -1,060.5% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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