+39.4%
MAS vs XPO
+38.7%
+0.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.5% |
| 7D | +3.0% | +9.0% | -6.0% | +0.2% |
| 30D | +22.4% | +4.2% | +18.2% | +20.7% |
| 3M | +14.5% | -8.7% | +23.1% | +17.4% |
| 6M | +27.1% | -2.8% | +29.9% | +27.4% |
| YTD | +35.8% | +41.9% | -6.1% | +17.7% |
| 1Y | +39.4% | +42.3% | -2.9% | +19.8% |
| All | +39.4% | +38.7% | +0.7% | +19.8% |
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