+149.7%
XBI vs MSI
+605.3%
-455.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -4.6% | -0.4% | -4.2% | -4.5% |
| 30D | -2.0% | -0.8% | -1.2% | -1.7% |
| 3M | +17.8% | +13.9% | +3.8% | +10.3% |
| 6M | +23.7% | +1.3% | +22.4% | +21.6% |
| YTD | +28.2% | +22.3% | +5.9% | +14.3% |
| 1Y | +64.0% | -3.9% | +67.8% | +64.2% |
| 3Y | +99.4% | +69.9% | +29.5% | +44.9% |
| 5Y | +19.3% | +103.8% | -84.4% | -22.6% |
| All | +149.7% | +605.3% | -455.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling