+20.3%
FXI vs MOD
+920.5%
-900.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +3.7% | -17.8% | +21.5% | +5.3% |
| 30D | +0.5% | -43.2% | +43.7% | +6.0% |
| 3M | -5.7% | -46.0% | +40.3% | -0.3% |
| 6M | -6.9% | -62.2% | +55.3% | +1.5% |
| YTD | -9.5% | -22.8% | +13.3% | -9.9% |
| 1Y | -14.0% | -35.5% | +21.5% | -13.0% |
| 3Y | +44.5% | +128.2% | -83.7% | +18.4% |
| 5Y | -2.8% | +791.6% | -794.4% | -35.8% |
| 10Y | +20.3% | +886.3% | -866.0% | -20.9% |
| All | +20.3% | +920.5% | -900.2% | -20.9% |
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