+955.3%
XBI vs MOS
+121.3%
+834.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.6% |
| 7D | +0.9% | +9.5% | -8.7% | -1.1% |
| 30D | +7.1% | +10.4% | -3.4% | +4.7% |
| 3M | +22.9% | +12.9% | +10.0% | +19.1% |
| 6M | +29.7% | +1.2% | +28.5% | +27.6% |
| YTD | +34.5% | +9.3% | +25.2% | +29.8% |
| 1Y | +76.1% | -18.0% | +94.0% | +79.8% |
| 3Y | +103.2% | -29.0% | +132.2% | +109.6% |
| 5Y | +22.8% | -9.6% | +32.4% | +14.9% |
| 10Y | +176.3% | +6.1% | +170.2% | +127.0% |
| All | +955.3% | +121.3% | +834.0% | +532.0% |
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