+19.8%
MA vs XPO
+38.7%
-19.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.2% |
| 7D | +1.3% | +9.0% | -7.7% | +0.8% |
| 30D | +9.6% | +4.2% | +5.4% | +9.3% |
| 3M | +16.8% | -8.7% | +25.4% | +17.3% |
| 6M | +35.2% | -2.8% | +37.9% | +35.0% |
| YTD | +16.6% | +41.9% | -25.3% | +7.8% |
| 1Y | +19.8% | +42.3% | -22.6% | +10.4% |
| All | +19.8% | +38.7% | -19.0% | +10.4% |
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