+47.9%
XBI vs MS
+22.2%
+25.7%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.6% | +1.2% |
| 7D | +1.0% | +2.6% | -1.6% | +0.1% |
| 30D | +1.9% | +2.6% | -0.7% | +0.9% |
| 3M | +4.8% | -10.1% | +14.8% | +8.2% |
| 6M | +19.3% | +4.4% | +14.9% | +16.6% |
| YTD | +30.6% | +11.7% | +18.9% | +22.3% |
| 1Y | +47.9% | +20.9% | +26.9% | +33.4% |
| All | +47.9% | +22.2% | +25.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling