+18.1%
FXI vs MOD
+1,604.6%
-1,586.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +1.1% |
| 7D | +1.0% | +9.6% | -8.5% | 0.0% |
| 30D | -0.6% | 0.0% | -0.6% | -0.7% |
| 3M | +1.9% | -35.4% | +37.3% | +6.2% |
| 6M | -0.2% | -7.3% | +7.1% | -0.8% |
| YTD | -5.6% | +45.8% | -51.4% | -11.4% |
| 1Y | -4.7% | +43.1% | -47.8% | -11.0% |
| 3Y | +38.0% | +297.7% | -259.6% | +7.3% |
| 5Y | -2.7% | +1,478.8% | -1,481.4% | -39.1% |
| All | +18.1% | +1,604.6% | -1,586.4% | -28.1% |
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