+503.0%
MA vs XBI
+160.4%
+342.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.7% | -4.6% | +2.9% | 0.0% |
| 30D | +1.7% | -2.0% | +3.7% | +2.2% |
| 3M | +17.2% | +17.8% | -0.6% | +9.6% |
| 6M | +13.3% | +23.7% | -10.4% | +3.4% |
| YTD | +0.2% | +28.2% | -28.0% | -10.1% |
| 1Y | -2.7% | +64.0% | -66.7% | -21.0% |
| 3Y | +39.1% | +99.4% | -60.3% | +1.2% |
| 5Y | +68.8% | +19.3% | +49.4% | +47.8% |
| All | +503.0% | +160.4% | +342.6% | +282.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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