-22.3%
MOH vs XPO
+261.3%
-283.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.7% | -5.7% | +7.4% | +2.1% |
| 30D | -0.9% | -12.8% | +11.9% | 0.0% |
| 3M | +5.7% | -20.0% | +25.7% | +7.2% |
| 6M | +39.1% | -6.0% | +45.2% | +39.4% |
| YTD | +17.7% | +34.0% | -16.4% | +13.9% |
| 1Y | +8.4% | +35.6% | -27.2% | +4.7% |
| 3Y | -36.6% | +152.3% | -188.9% | -43.2% |
| All | -22.3% | +261.3% | -283.6% | -34.2% |
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 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