+72.3%
XBI vs MOS
-15.9%
+88.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.8% | -1.4% |
| 7D | -0.9% | +7.1% | -8.0% | -1.6% |
| 30D | +2.9% | +15.0% | -12.2% | +1.4% |
| 3M | +26.2% | +24.1% | +2.1% | +23.3% |
| 6M | +30.7% | +2.7% | +28.0% | +28.6% |
| YTD | +32.9% | +12.2% | +20.7% | +30.7% |
| 1Y | +72.3% | -16.3% | +88.6% | +72.2% |
| All | +72.3% | -15.9% | +88.2% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling