+1,301.1%
MKSI vs XPO
+9,727.5%
-8,426.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +2.7% | -5.7% | +8.3% | +3.9% |
| 30D | -12.8% | -12.8% | 0.0% | -10.2% |
| 3M | -22.5% | -20.0% | -2.5% | -18.8% |
| 6M | +19.4% | -6.0% | +25.4% | +21.0% |
| YTD | +67.7% | +34.0% | +33.7% | +58.0% |
| 1Y | +131.4% | +35.6% | +95.9% | +116.6% |
| 3Y | +197.3% | +152.3% | +45.0% | +147.5% |
| 5Y | +87.0% | +264.4% | -177.4% | +43.8% |
| 10Y | +522.1% | +1,498.6% | -976.6% | +301.0% |
| All | +1,301.1% | +9,727.5% | -8,426.4% | +703.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling