+514.9%
MKSI vs XPO
+1,516.3%
-1,001.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | -5.7% | +8.3% | +5.5% |
| 30D | -12.8% | -12.8% | 0.0% | -6.8% |
| 3M | -22.5% | -20.0% | -2.5% | -13.9% |
| 6M | +19.4% | -6.0% | +25.4% | +22.5% |
| YTD | +67.7% | +34.0% | +33.7% | +44.4% |
| 1Y | +131.4% | +35.6% | +95.9% | +95.7% |
| 3Y | +197.3% | +152.3% | +45.0% | +82.4% |
| 5Y | +87.0% | +264.4% | -177.4% | -8.6% |
| All | +514.9% | +1,516.3% | -1,001.4% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling