-1.2%
FXI vs MOS
-32.4%
+31.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.7% | +21.6% | -15.9% | +2.4% |
| 30D | +4.6% | +12.0% | -7.4% | +2.5% |
| 3M | -2.8% | -3.9% | +1.1% | -2.7% |
| 6M | -6.1% | -3.3% | -2.8% | -6.4% |
| YTD | -8.0% | -4.6% | -3.4% | -8.9% |
| 1Y | -11.3% | -7.0% | -4.3% | -11.9% |
| 3Y | +42.6% | -24.4% | +67.1% | +43.2% |
| All | -1.2% | -32.4% | +31.2% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling