+204.2%
FXI vs MOS
+92.3%
+111.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -1.9% | +5.5% | -7.4% | -3.5% |
| 30D | -0.6% | +21.0% | -21.6% | -6.5% |
| 3M | -4.9% | -0.5% | -4.4% | -5.7% |
| 6M | -8.8% | +6.6% | -15.4% | -12.2% |
| YTD | -10.7% | -2.8% | -8.0% | -13.0% |
| 1Y | -15.2% | -8.1% | -7.2% | -16.3% |
| 3Y | +42.5% | -25.6% | +68.1% | +45.4% |
| 5Y | -7.8% | -29.8% | +21.9% | -11.5% |
| 10Y | +20.0% | +0.6% | +19.4% | -14.0% |
| All | +204.2% | +92.3% | +111.9% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling