+158.5%
XBI vs MTSI
+529.6%
-371.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | -0.9% | +4.9% | -5.8% | -2.1% |
| 30D | +2.9% | -11.6% | +14.5% | +5.6% |
| 3M | +26.2% | -24.1% | +50.3% | +32.9% |
| 6M | +30.7% | +32.4% | -1.7% | +17.5% |
| YTD | +32.9% | +60.4% | -27.5% | +12.6% |
| 1Y | +72.3% | +111.0% | -38.7% | +34.3% |
| 3Y | +107.2% | +246.1% | -139.0% | +35.9% |
| 5Y | +23.2% | +340.3% | -317.1% | -25.5% |
| 10Y | +158.5% | +539.5% | -381.0% | +12.8% |
| All | +158.5% | +529.6% | -371.0% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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