+208.1%
FXI vs MOH
+718.6%
-510.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.1% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -3.7% | +3.0% | -6.6% | -4.2% |
| 3M | -0.4% | +1.2% | -1.6% | -1.0% |
| 6M | -5.4% | +41.7% | -47.1% | -11.8% |
| YTD | -9.6% | +15.4% | -25.0% | -13.8% |
| 1Y | -11.9% | +11.8% | -23.7% | -16.1% |
| 3Y | +37.8% | -37.5% | +75.3% | +40.5% |
| 5Y | -7.0% | -20.6% | +13.6% | -11.2% |
| 10Y | +14.3% | +255.8% | -241.5% | -26.2% |
| All | +208.1% | +718.6% | -510.5% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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