+44.5%
FXI vs MOD
+138.1%
-93.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.6% |
| 7D | +3.7% | -17.8% | +21.5% | +4.5% |
| 30D | +0.5% | -43.2% | +43.7% | +3.6% |
| 3M | -5.7% | -46.0% | +40.3% | -2.6% |
| 6M | -6.9% | -62.2% | +55.3% | -2.0% |
| YTD | -9.5% | -22.8% | +13.3% | -9.6% |
| 1Y | -14.0% | -35.5% | +21.5% | -13.3% |
| 3Y | +44.5% | +128.2% | -83.7% | +24.7% |
| All | +44.5% | +138.1% | -93.6% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling