+23.5%
XBI vs MAS
+44.5%
-20.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | +0.1% | +3.6% | -3.5% | -1.4% |
| 30D | +0.8% | +23.8% | -23.0% | -8.3% |
| 3M | -1.9% | +14.4% | -16.3% | -7.8% |
| 6M | +15.2% | +19.7% | -4.5% | +4.8% |
| YTD | +27.3% | +36.0% | -8.7% | +7.1% |
| 1Y | +41.5% | +40.4% | +1.1% | +16.9% |
| 3Y | +133.1% | +58.9% | +74.1% | +73.4% |
| All | +23.5% | +44.5% | -20.9% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling