+22.8%
XBI vs MTSI
+208.2%
-185.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.0% | -5.9% | +0.7% |
| 7D | +3.2% | +3.5% | -0.3% | +1.8% |
| 30D | +2.0% | -30.3% | +32.4% | +10.7% |
| 3M | -0.3% | -26.0% | +25.7% | +5.0% |
| 6M | +16.6% | -36.1% | +52.7% | +25.6% |
| YTD | +28.8% | +34.3% | -5.5% | +6.2% |
| 1Y | +44.6% | +35.3% | +9.3% | +18.3% |
| 3Y | +137.1% | +217.6% | -80.5% | +25.0% |
| 5Y | +22.8% | +210.1% | -187.3% | -38.7% |
| All | +22.8% | +208.2% | -185.4% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling