+19.2%
FXI vs MOS
-3.5%
+22.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -4.2% | -2.0% | -2.2% | -3.9% |
| 30D | -1.1% | +15.3% | -16.4% | -3.9% |
| 3M | -4.0% | +1.5% | -5.5% | -4.7% |
| 6M | -11.8% | -2.0% | -9.9% | -12.4% |
| YTD | -11.9% | -6.5% | -5.4% | -12.5% |
| 1Y | -16.1% | -11.1% | -5.1% | -16.1% |
| 3Y | +38.8% | -30.3% | +69.0% | +42.5% |
| 5Y | -9.1% | -33.5% | +24.4% | -9.9% |
| All | +19.2% | -3.5% | +22.6% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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