+109.6%
XBI vs MS
+183.6%
-74.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +0.9% | +1.4% | -0.5% | +0.3% |
| 30D | +7.1% | -0.3% | +7.3% | +7.1% |
| 3M | +22.9% | +0.3% | +22.6% | +22.4% |
| 6M | +29.7% | +31.3% | -1.6% | +15.3% |
| YTD | +34.5% | +24.7% | +9.8% | +21.3% |
| 1Y | +76.1% | +47.9% | +28.1% | +47.2% |
| All | +109.6% | +183.6% | -74.0% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling