+593.1%
MA vs XPO
+1,266.4%
-673.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | +1.3% | +9.0% | -7.7% | -0.9% |
| 30D | +9.6% | +4.2% | +5.4% | +8.4% |
| 3M | +16.8% | -8.7% | +25.4% | +19.0% |
| 6M | +35.2% | -2.8% | +37.9% | +34.8% |
| YTD | +16.6% | +41.9% | -25.3% | +3.9% |
| 1Y | +19.8% | +42.3% | -22.6% | +6.5% |
| 3Y | +70.7% | +127.3% | -56.6% | +25.7% |
| 5Y | +87.4% | +306.4% | -219.0% | +9.1% |
| All | +593.1% | +1,266.4% | -673.3% | +193.6% |
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