+124.1%
XBI vs MAS
+215.0%
-90.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -1.1% | +3.0% | -4.1% | -2.4% |
| 30D | +2.6% | +22.4% | -19.8% | -6.5% |
| 3M | -4.0% | +14.5% | -18.5% | -10.0% |
| 6M | +10.9% | +27.1% | -16.2% | -2.0% |
| YTD | +23.6% | +35.8% | -12.2% | +4.1% |
| 1Y | +35.1% | +39.4% | -4.3% | +12.2% |
| 3Y | +125.2% | +60.3% | +64.9% | +70.1% |
| 5Y | +19.7% | +39.4% | -19.7% | -5.7% |
| All | +124.1% | +215.0% | -90.9% | +18.0% |
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