+910.8%
XBI vs MS
+475.1%
+435.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.2% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | +2.0% | -0.9% | +3.0% | +2.3% |
| 3M | -0.3% | -13.0% | +12.7% | +3.7% |
| 6M | +16.6% | -2.0% | +18.6% | +16.9% |
| YTD | +28.8% | +7.8% | +21.0% | +25.2% |
| 1Y | +44.6% | +17.9% | +26.8% | +37.0% |
| 3Y | +137.1% | +174.8% | -37.7% | +74.6% |
| 5Y | +22.8% | +119.9% | -97.1% | -4.0% |
| 10Y | +149.4% | +578.8% | -429.4% | +40.9% |
| All | +910.8% | +475.1% | +435.7% | +355.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling