+513.2%
MA vs XHB
+202.9%
+310.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.2% |
| 7D | -3.5% | -1.9% | -1.6% | -2.6% |
| 30D | +0.8% | -8.3% | +9.1% | +5.3% |
| 3M | +14.8% | -7.1% | +21.9% | +18.4% |
| 6M | +10.0% | -5.3% | +15.2% | +11.2% |
| YTD | -0.1% | -3.2% | +3.1% | -0.9% |
| 1Y | -2.2% | -13.9% | +11.6% | +3.3% |
| 3Y | +39.3% | +24.9% | +14.3% | +11.8% |
| 5Y | +66.3% | +34.5% | +31.8% | +24.1% |
| 10Y | +513.2% | +215.5% | +297.8% | +144.1% |
| All | +513.2% | +202.9% | +310.3% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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