+140.2%
MAS vs XPO
+1,453.5%
-1,313.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | +0.4% |
| 7D | -0.8% | +2.4% | -3.2% | -1.5% |
| 30D | -5.6% | -3.5% | -2.0% | -4.7% |
| 3M | +4.4% | -11.9% | +16.4% | +8.1% |
| 6M | +7.2% | -10.0% | +17.2% | +9.9% |
| YTD | +16.1% | +42.1% | -26.0% | +3.1% |
| 1Y | +0.1% | +47.6% | -47.5% | -12.7% |
| 3Y | +28.3% | +153.6% | -125.3% | -9.0% |
| 5Y | +30.5% | +266.5% | -236.0% | -21.6% |
| All | +140.2% | +1,453.5% | -1,313.3% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling