+41.0%
MAS vs XPO
+275.5%
-234.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +2.0% | -6.7% | +8.6% | +4.2% |
| 30D | +19.4% | -1.9% | +21.3% | +20.0% |
| 3M | +9.4% | -9.9% | +19.3% | +12.7% |
| 6M | +15.3% | -16.4% | +31.7% | +21.2% |
| YTD | +31.3% | +30.2% | +1.1% | +18.8% |
| 1Y | +34.9% | +29.9% | +5.0% | +21.8% |
| 3Y | +58.6% | +122.6% | -64.0% | +14.1% |
| All | +41.0% | +275.5% | -234.6% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling