+910.8%
XBI vs MOS
+96.6%
+814.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.2% | +2.7% |
| 7D | +3.2% | +19.7% | -16.5% | -1.0% |
| 30D | +2.0% | +21.5% | -19.5% | -2.6% |
| 3M | -0.3% | -0.4% | +0.1% | -1.0% |
| 6M | +16.6% | +4.5% | +12.1% | +14.1% |
| YTD | +28.8% | -2.9% | +31.7% | +26.7% |
| 1Y | +44.6% | -7.7% | +52.3% | +43.4% |
| 3Y | +137.1% | -25.6% | +162.8% | +141.1% |
| 5Y | +22.8% | -31.2% | +53.9% | +21.5% |
| 10Y | +149.4% | +2.8% | +146.6% | +105.2% |
| All | +910.8% | +96.6% | +814.2% | +516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling