+72.1%
MA vs XPO
+122.0%
-49.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +2.3% | -6.7% | +9.0% | +3.1% |
| 30D | +14.7% | -1.9% | +16.6% | +14.9% |
| 3M | +13.5% | -9.9% | +23.4% | +14.7% |
| 6M | +33.1% | -16.4% | +49.5% | +35.5% |
| YTD | +15.1% | +30.2% | -15.1% | +9.0% |
| 1Y | +18.7% | +29.9% | -11.2% | +12.3% |
| 3Y | +72.1% | +122.6% | -50.6% | +48.5% |
| All | +72.1% | +122.0% | -49.9% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling