+17.4%
XBI vs MAS
+39.2%
-21.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.4% |
| 7D | -2.4% | +2.0% | -4.4% | -3.3% |
| 30D | +1.3% | +19.4% | -18.1% | -6.4% |
| 3M | -1.5% | +9.4% | -10.9% | -5.7% |
| 6M | +10.7% | +15.3% | -4.7% | +2.3% |
| YTD | +25.0% | +31.3% | -6.4% | +6.8% |
| 1Y | +39.9% | +34.9% | +5.0% | +17.7% |
| 3Y | +119.2% | +58.6% | +60.6% | +62.7% |
| All | +17.4% | +39.2% | -21.8% | -12.8% |
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