+907.0%
XBI vs MAS
+407.2%
+499.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.8% | -1.8% | +0.1% | -1.1% |
| 30D | +3.2% | +23.6% | -20.3% | -4.6% |
| 3M | -1.1% | +12.4% | -13.5% | -5.5% |
| 6M | +16.1% | +21.9% | -5.7% | +6.9% |
| YTD | +28.3% | +36.1% | -7.8% | +12.2% |
| 1Y | +37.7% | +39.5% | -1.8% | +19.2% |
| 3Y | +134.9% | +59.1% | +75.8% | +91.4% |
| 5Y | +24.5% | +44.4% | -19.9% | +3.8% |
| 10Y | +139.4% | +217.0% | -77.6% | +48.4% |
| All | +907.0% | +407.2% | +499.8% | +347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling