+18.1%
FXI vs MOS
+8.6%
+9.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | +1.0% | +9.5% | -8.5% | -0.6% |
| 30D | -0.6% | +10.4% | -11.0% | -2.4% |
| 3M | +1.9% | +12.9% | -11.0% | -0.8% |
| 6M | -0.2% | +1.2% | -1.4% | -1.5% |
| YTD | -5.6% | +9.3% | -14.9% | -8.4% |
| 1Y | -4.7% | -18.0% | +13.3% | -2.7% |
| 3Y | +38.0% | -29.0% | +67.1% | +41.5% |
| 5Y | -2.7% | -9.6% | +6.9% | -8.8% |
| All | +18.1% | +8.6% | +9.5% | +1.3% |
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