+568.4%
MA vs XPO
+1,356.2%
-787.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.8% | -1.5% | +3.3% | +2.1% |
| 30D | +11.8% | +2.6% | +9.2% | +11.0% |
| 3M | +17.2% | -6.1% | +23.3% | +18.5% |
| 6M | +33.4% | -8.0% | +41.4% | +34.8% |
| YTD | +16.1% | +38.5% | -22.3% | +4.2% |
| 1Y | +19.9% | +35.0% | -15.1% | +8.0% |
| 3Y | +70.1% | +126.5% | -56.4% | +25.3% |
| 5Y | +89.6% | +315.4% | -225.8% | +9.7% |
| 10Y | +568.4% | +1,272.1% | -703.7% | +193.1% |
| All | +568.4% | +1,356.2% | -787.8% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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