+943.2%
XBI vs MSI
+628.2%
+315.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.7% |
| 7D | -0.9% | -5.8% | +4.9% | +1.3% |
| 30D | +2.9% | -1.0% | +3.9% | +3.3% |
| 3M | +26.2% | +14.2% | +12.1% | +19.6% |
| 6M | +30.7% | +1.0% | +29.7% | +29.0% |
| YTD | +32.9% | +21.5% | +11.5% | +21.8% |
| 1Y | +72.3% | -2.1% | +74.4% | +70.8% |
| 3Y | +107.2% | +69.3% | +37.9% | +64.2% |
| 5Y | +23.2% | +99.3% | -76.1% | -8.7% |
| 10Y | +158.5% | +595.0% | -436.5% | +20.5% |
| All | +943.2% | +628.2% | +315.0% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling