+42.2%
MAS vs XPO
+33.1%
+9.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.3% | -1.8% | +2.5% |
| 7D | +3.3% | -1.9% | +5.2% | +3.8% |
| 30D | +25.5% | +2.5% | +23.0% | +24.3% |
| 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% | +20.6% |
| All | +42.2% | +33.1% | +9.1% | +25.1% |
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 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