+217.0%
MAS vs XPO
+1,289.5%
-1,072.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -1.8% | +0.5% | -2.3% | -2.0% |
| 30D | +23.6% | +4.7% | +18.9% | +21.8% |
| 3M | +12.4% | -7.1% | +19.5% | +14.6% |
| 6M | +21.9% | -6.3% | +28.1% | +23.5% |
| YTD | +36.1% | +39.1% | -2.9% | +21.5% |
| 1Y | +39.5% | +36.7% | +2.8% | +25.0% |
| 3Y | +59.1% | +127.4% | -68.3% | +17.0% |
| 5Y | +44.4% | +315.0% | -270.6% | -16.0% |
| 10Y | +217.0% | +1,263.5% | -1,046.5% | +29.4% |
| All | +217.0% | +1,289.5% | -1,072.5% | +29.4% |
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