+212.3%
MAS vs XPO
+1,266.4%
-1,054.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | +3.0% | +9.0% | -6.0% | +0.4% |
| 30D | +22.4% | +4.2% | +18.2% | +20.8% |
| 3M | +14.5% | -8.7% | +23.1% | +17.3% |
| 6M | +27.1% | -2.8% | +29.9% | +27.5% |
| YTD | +35.8% | +41.9% | -6.1% | +20.5% |
| 1Y | +39.4% | +42.3% | -2.9% | +23.4% |
| 3Y | +60.3% | +127.3% | -67.0% | +17.9% |
| 5Y | +39.4% | +306.4% | -267.0% | -18.5% |
| All | +212.3% | +1,266.4% | -1,054.1% | +27.7% |
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