+20.2%
MAS vs XPO
-12.5%
+32.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.2% | +2.7% | -1.4% |
| 7D | +4.6% | -3.6% | +8.1% | +5.8% |
| 30D | +19.9% | -3.8% | +23.7% | +21.3% |
| 3M | +8.9% | -11.8% | +20.7% | +13.2% |
| 6M | +20.2% | -15.0% | +35.1% | +26.5% |
| All | +20.2% | -12.5% | +32.7% | +26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling