+103.5%
XBI vs MOS
-24.6%
+128.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | -3.6% | +1.7% | -5.3% | -3.9% |
| 30D | +0.9% | +11.7% | -10.8% | -1.2% |
| 3M | +21.4% | +23.2% | -1.7% | +16.6% |
| 6M | +25.5% | -1.6% | +27.1% | +24.4% |
| YTD | +30.8% | +10.8% | +20.0% | +26.3% |
| 1Y | +68.6% | -16.2% | +84.8% | +71.7% |
| All | +103.5% | -24.6% | +128.1% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling