+20.1%
FXI vs MOD
+1,005.7%
-985.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.9% | -10.7% | -1.8% |
| 7D | +4.4% | -13.9% | +18.3% | +5.5% |
| 30D | +1.2% | -41.5% | +42.8% | +6.5% |
| 3M | -4.2% | -45.7% | +41.6% | +1.3% |
| 6M | -6.2% | -61.1% | +54.9% | +1.9% |
| YTD | -8.8% | -20.5% | +11.7% | -9.5% |
| 1Y | -11.6% | -32.1% | +20.5% | -11.1% |
| 3Y | +45.1% | +146.5% | -101.3% | +17.8% |
| 5Y | -1.2% | +812.7% | -813.9% | -34.9% |
| 10Y | +20.1% | +966.8% | -946.8% | -20.9% |
| All | +20.1% | +1,005.7% | -985.7% | -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