+551.6%
XBI vs MTSI
+1,308.1%
-756.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.2% |
| 7D | +0.9% | +1.4% | -0.5% | +0.5% |
| 30D | +7.1% | +2.1% | +5.0% | +5.6% |
| 3M | +22.9% | -29.7% | +52.6% | +32.0% |
| 6M | +29.7% | +12.5% | +17.2% | +21.6% |
| YTD | +34.5% | +57.0% | -22.5% | +14.6% |
| 1Y | +76.1% | +103.9% | -27.9% | +38.6% |
| 3Y | +103.2% | +223.6% | -120.4% | +36.2% |
| 5Y | +22.8% | +321.6% | -298.7% | -24.4% |
| 10Y | +176.3% | +517.7% | -341.4% | +31.0% |
| All | +551.6% | +1,308.1% | -756.5% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling