+13,824.1%
MA vs XPO
+14,143.1%
-318.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.5% | -5.6% | -1.9% |
| 7D | -2.7% | +2.4% | -5.1% | -3.1% |
| 30D | +1.5% | -3.5% | +5.1% | +2.0% |
| 3M | +20.4% | -11.9% | +32.4% | +22.6% |
| 6M | +11.1% | -10.0% | +21.1% | +12.2% |
| YTD | +2.0% | +42.1% | -40.1% | -5.3% |
| 1Y | -2.2% | +47.6% | -49.7% | -10.2% |
| 3Y | +41.9% | +153.6% | -111.7% | +14.8% |
| 5Y | +75.4% | +266.5% | -191.2% | +28.6% |
| 10Y | +527.5% | +1,460.4% | -932.9% | +264.5% |
| All | +13,824.1% | +14,143.1% | -318.9% | +6,303.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling