+224.3%
MAS vs XPO
+1,421.2%
-1,196.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.3% | -1.8% | +2.6% |
| 7D | +3.3% | -1.9% | +5.2% | +3.8% |
| 30D | +25.5% | +2.5% | +23.0% | +24.4% |
| 3M | +11.8% | -7.2% | +18.9% | +14.0% |
| 6M | +21.3% | -8.1% | +29.4% | +23.7% |
| YTD | +37.7% | +38.3% | -0.6% | +23.2% |
| 1Y | +41.0% | +33.6% | +7.4% | +27.2% |
| 3Y | +63.0% | +133.1% | -70.1% | +19.0% |
| 5Y | +44.1% | +308.9% | -264.8% | -15.8% |
| 10Y | +224.3% | +1,371.8% | -1,147.5% | +29.9% |
| All | +224.3% | +1,421.2% | -1,196.9% | +29.9% |
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