+23.5%
XBI vs MAS
+32.0%
-8.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.6% |
| 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% | +21.8% |
| 1Y | +76.1% | +0.1% | +76.0% | +71.0% |
| 3Y | +103.2% | +28.3% | +74.9% | +68.4% |
| All | +23.5% | +32.0% | -8.5% | -4.7% |
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 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