+19.9%
XBI vs MOH
-19.7%
+39.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -4.6% | +1.7% | -6.4% | -4.8% |
| 30D | -2.0% | -0.9% | -1.1% | -2.0% |
| 3M | +17.8% | +5.7% | +12.1% | +16.8% |
| 6M | +23.7% | +39.1% | -15.4% | +18.5% |
| YTD | +28.2% | +17.7% | +10.5% | +24.1% |
| 1Y | +64.0% | +8.4% | +55.6% | +59.7% |
| 3Y | +99.4% | -36.6% | +136.0% | +103.2% |
| All | +19.9% | -19.7% | +39.6% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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