+84.3%
MKSI vs XPO
+261.3%
-177.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | -5.7% | +8.3% | +5.9% |
| 30D | -12.8% | -12.8% | 0.0% | -6.1% |
| 3M | -22.5% | -20.0% | -2.5% | -12.9% |
| 6M | +19.4% | -6.0% | +25.4% | +22.6% |
| YTD | +67.7% | +34.0% | +33.7% | +41.4% |
| 1Y | +131.4% | +35.6% | +95.9% | +91.0% |
| 3Y | +197.3% | +152.3% | +45.0% | +68.6% |
| All | +84.3% | +261.3% | -177.0% | -25.9% |
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