+164.0%
XBI vs MOS
+12.0%
+152.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.6% | +1.7% | -5.3% | -4.0% |
| 30D | +0.9% | +11.7% | -10.8% | -1.7% |
| 3M | +21.4% | +23.2% | -1.7% | +15.4% |
| 6M | +25.5% | -1.6% | +27.1% | +24.2% |
| YTD | +30.8% | +10.8% | +20.0% | +25.7% |
| 1Y | +68.6% | -16.2% | +84.8% | +71.5% |
| 3Y | +103.9% | -24.2% | +128.1% | +107.3% |
| 5Y | +20.8% | -6.6% | +27.4% | +10.4% |
| 10Y | +164.0% | +16.3% | +147.7% | +107.9% |
| All | +164.0% | +12.0% | +152.0% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling