+213.4%
FXI vs MOD
+261.6%
-48.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +2.4% |
| 7D | +6.9% | -34.2% | +41.0% | +15.0% |
| 30D | +3.5% | -51.9% | +55.3% | +18.1% |
| 3M | -3.2% | -53.0% | +49.9% | +10.3% |
| 6M | -3.5% | -66.4% | +62.8% | +15.4% |
| YTD | -8.1% | -31.5% | +23.5% | -6.7% |
| 1Y | -10.5% | -39.6% | +29.0% | -7.6% |
| 3Y | +43.0% | +116.8% | -73.8% | +1.3% |
| 5Y | -0.1% | +713.8% | -713.9% | -50.7% |
| 10Y | +22.7% | +882.7% | -860.0% | -53.5% |
| All | +213.4% | +261.6% | -48.2% | +32.7% |
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 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