+19.8%
XBI vs MSI
+100.4%
-80.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | -4.6% | -1.8% | -2.8% | -3.9% |
| 30D | -0.8% | -0.6% | -0.2% | -0.5% |
| 3M | +21.8% | +13.0% | +8.8% | +15.0% |
| 6M | +23.2% | +0.5% | +22.7% | +22.1% |
| YTD | +28.7% | +21.7% | +7.0% | +15.3% |
| 1Y | +67.8% | -2.6% | +70.4% | +68.5% |
| 3Y | +100.6% | +69.7% | +31.0% | +38.7% |
| 5Y | +19.8% | +102.8% | -83.0% | -32.1% |
| All | +19.8% | +100.4% | -80.6% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling