+40.4%
MAS vs XPO
+38.8%
+1.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.3% | +6.1% |
| 7D | +14.2% | +3.5% | +10.7% | +12.9% |
| 30D | +26.8% | +2.8% | +24.0% | +25.6% |
| 3M | +13.1% | -7.5% | +20.6% | +15.6% |
| 6M | +27.9% | -5.9% | +33.9% | +29.6% |
| YTD | +38.7% | +38.4% | +0.3% | +21.6% |
| 1Y | +40.4% | +33.7% | +6.7% | +24.0% |
| All | +40.4% | +38.8% | +1.6% | +24.0% |
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