-7.8%
FXI vs MOS
-29.3%
+21.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -1.9% | +5.5% | -7.4% | -2.7% |
| 30D | -0.6% | +21.0% | -21.6% | -3.7% |
| 3M | -4.9% | -0.5% | -4.4% | -5.3% |
| 6M | -8.8% | +6.6% | -15.4% | -10.5% |
| YTD | -10.7% | -2.8% | -8.0% | -11.8% |
| 1Y | -15.2% | -8.1% | -7.2% | -15.6% |
| 3Y | +42.5% | -25.6% | +68.1% | +43.3% |
| 5Y | -7.8% | -29.8% | +21.9% | -10.2% |
| All | -7.8% | -29.3% | +21.5% | -10.2% |
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