+906.3%
XBI vs MKSI
+1,445.7%
-539.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -1.1% |
| 7D | -4.6% | +2.7% | -7.3% | -5.5% |
| 30D | -2.0% | -12.8% | +10.8% | +2.2% |
| 3M | +17.8% | -22.5% | +40.3% | +24.6% |
| 6M | +23.7% | +19.4% | +4.3% | +11.2% |
| YTD | +28.2% | +67.7% | -39.5% | +0.8% |
| 1Y | +64.0% | +131.4% | -67.4% | +12.8% |
| 3Y | +99.4% | +197.3% | -97.9% | +13.9% |
| 5Y | +19.3% | +87.0% | -67.6% | -22.0% |
| 10Y | +158.7% | +522.1% | -363.4% | -5.2% |
| All | +906.3% | +1,445.7% | -539.4% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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