+139.0%
XBI vs MAS
+219.2%
-80.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | +0.1% | +3.6% | -3.5% | -1.5% |
| 30D | +0.8% | +23.8% | -23.0% | -8.6% |
| 3M | -1.9% | +14.4% | -16.3% | -8.0% |
| 6M | +15.2% | +19.7% | -4.5% | +4.6% |
| YTD | +27.3% | +36.0% | -8.7% | +7.2% |
| 1Y | +41.5% | +40.4% | +1.1% | +17.0% |
| 3Y | +133.1% | +58.9% | +74.1% | +76.8% |
| 5Y | +23.7% | +44.5% | -20.9% | -4.2% |
| 10Y | +139.0% | +214.8% | -75.8% | +25.0% |
| All | +139.0% | +219.2% | -80.2% | +25.0% |
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