+23.2%
XBI vs MS
+144.2%
-121.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.8% |
| 7D | -0.9% | +2.5% | -3.4% | -2.1% |
| 30D | +2.9% | 0.0% | +2.9% | +2.8% |
| 3M | +26.2% | +2.4% | +23.8% | +24.2% |
| 6M | +30.7% | +36.4% | -5.7% | +11.5% |
| YTD | +32.9% | +23.8% | +9.1% | +17.9% |
| 1Y | +72.3% | +48.6% | +23.6% | +38.8% |
| 3Y | +107.2% | +179.1% | -72.0% | +13.2% |
| 5Y | +23.2% | +144.8% | -121.7% | -29.9% |
| All | +23.2% | +144.2% | -121.0% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling