+169.2%
XBI vs MAS
+214.9%
-45.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.3% |
| 7D | -2.4% | +2.4% | -4.8% | -3.5% |
| 30D | +1.3% | +19.8% | -18.5% | -6.9% |
| 3M | -1.5% | +9.8% | -11.3% | -6.0% |
| 6M | +10.7% | +15.8% | -5.1% | +1.9% |
| YTD | +25.0% | +31.8% | -6.9% | +6.6% |
| 1Y | +39.9% | +35.4% | +4.5% | +17.5% |
| 3Y | +119.2% | +59.2% | +60.0% | +65.6% |
| 5Y | +16.6% | +41.2% | -24.6% | -8.9% |
| All | +169.2% | +214.9% | -45.7% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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