+13,824.1%
MA vs XBI
+1,099.2%
+12,724.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.7% | +0.9% | -3.6% | -3.1% |
| 30D | +1.5% | +7.1% | -5.5% | -1.9% |
| 3M | +20.4% | +22.9% | -2.5% | +8.8% |
| 6M | +11.1% | +29.7% | -18.6% | -2.7% |
| YTD | +2.0% | +34.5% | -32.5% | -12.6% |
| 1Y | -2.2% | +76.1% | -78.2% | -26.3% |
| 3Y | +41.9% | +103.2% | -61.3% | -3.8% |
| 5Y | +75.4% | +22.8% | +52.5% | +45.0% |
| 10Y | +527.5% | +176.3% | +351.3% | +210.8% |
| All | +13,824.1% | +1,099.2% | +12,724.9% | +2,055.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling