+73.1%
MA vs XHB
+37.5%
+35.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.5% |
| 7D | -2.7% | -1.3% | -1.4% | -2.2% |
| 30D | +1.5% | -6.9% | +8.4% | +4.2% |
| 3M | +20.4% | -1.3% | +21.7% | +20.3% |
| 6M | +11.1% | -6.8% | +17.9% | +13.0% |
| YTD | +2.0% | +0.7% | +1.2% | -0.1% |
| 1Y | -2.2% | -11.2% | +9.1% | +1.1% |
| 3Y | +41.9% | +25.3% | +16.6% | +18.5% |
| All | +73.1% | +37.5% | +35.5% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling