+165.0%
XBI vs MAS
+140.6%
+24.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.1% |
| 7D | +0.9% | -0.8% | +1.6% | +1.2% |
| 30D | +7.1% | -5.6% | +12.6% | +9.7% |
| 3M | +22.9% | +4.4% | +18.5% | +19.1% |
| 6M | +29.7% | +7.2% | +22.5% | +23.3% |
| YTD | +34.5% | +16.1% | +18.4% | +22.0% |
| 1Y | +76.1% | +0.1% | +76.0% | +70.8% |
| 3Y | +103.2% | +28.3% | +74.9% | +70.6% |
| 5Y | +22.8% | +30.5% | -7.6% | -0.3% |
| All | +165.0% | +140.6% | +24.4% | +54.7% |
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