+204.2%
FXI vs MOD
+322.1%
-117.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.1% |
| 7D | -1.9% | +8.2% | -10.2% | -3.7% |
| 30D | -0.6% | -38.2% | +37.5% | +7.7% |
| 3M | -4.9% | -46.2% | +41.3% | +5.4% |
| 6M | -8.8% | -62.5% | +53.8% | +6.7% |
| YTD | -10.7% | -20.1% | +9.4% | -12.3% |
| 1Y | -15.2% | -29.7% | +14.4% | -15.2% |
| 3Y | +42.5% | +136.2% | -93.7% | -0.6% |
| 5Y | -7.8% | +820.4% | -828.2% | -55.7% |
| 10Y | +20.0% | +839.8% | -819.8% | -53.3% |
| All | +204.2% | +322.1% | -117.9% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling