+907.0%
XBI vs MOS
+96.8%
+810.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -1.8% | +5.5% | -7.2% | -2.9% |
| 30D | +3.2% | +21.0% | -17.7% | -1.3% |
| 3M | -1.1% | -0.5% | -0.7% | -1.8% |
| 6M | +16.1% | +6.6% | +9.5% | +13.1% |
| YTD | +28.3% | -2.8% | +31.1% | +26.2% |
| 1Y | +37.7% | -8.1% | +45.8% | +36.7% |
| 3Y | +134.9% | -25.6% | +160.5% | +138.9% |
| 5Y | +24.5% | -29.8% | +54.3% | +22.7% |
| 10Y | +139.4% | +0.6% | +138.8% | +97.9% |
| All | +907.0% | +96.8% | +810.1% | +514.3% |
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