+33.8%
MAS vs XPO
+155.9%
-122.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | +0.5% |
| 7D | -0.8% | +2.4% | -3.2% | -1.5% |
| 30D | -5.6% | -3.5% | -2.0% | -4.7% |
| 3M | +4.4% | -11.9% | +16.4% | +8.0% |
| 6M | +7.2% | -10.0% | +17.2% | +9.7% |
| YTD | +16.1% | +42.1% | -26.0% | +3.6% |
| 1Y | +0.1% | +47.6% | -47.5% | -12.2% |
| All | +33.8% | +155.9% | -122.1% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling