-2.1%
MA vs XPO
+45.2%
-47.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.4% |
| 7D | -1.8% | +2.7% | -4.4% | -1.9% |
| 30D | +1.4% | -6.2% | +7.6% | +1.7% |
| 3M | +17.7% | -15.4% | +33.1% | +18.7% |
| 6M | +9.7% | +0.7% | +8.9% | +8.6% |
| YTD | +0.5% | +39.8% | -39.4% | -4.0% |
| 1Y | -2.1% | +43.3% | -45.4% | -6.5% |
| All | -2.1% | +45.2% | -47.3% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling