+24.6%
XBI vs MOS
-9.5%
+34.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.6% |
| 7D | +0.9% | +9.5% | -8.7% | -0.7% |
| 30D | +7.1% | +10.4% | -3.4% | +5.2% |
| 3M | +22.9% | +12.9% | +10.0% | +19.9% |
| 6M | +29.7% | +1.2% | +28.5% | +28.0% |
| YTD | +34.5% | +9.3% | +25.2% | +30.6% |
| 1Y | +76.1% | -18.0% | +94.0% | +79.4% |
| 3Y | +103.2% | -29.0% | +132.2% | +107.2% |
| All | +24.6% | -9.5% | +34.1% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling