+1,016.8%
MOH vs XPO
+9,736.1%
-8,719.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.3% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | +3.0% | -10.4% | +13.3% | +3.9% |
| 3M | +1.2% | -15.7% | +16.9% | +2.6% |
| 6M | +41.7% | -6.3% | +48.1% | +42.1% |
| YTD | +15.4% | +34.2% | -18.8% | +11.3% |
| 1Y | +11.8% | +39.9% | -28.2% | +7.2% |
| 3Y | -37.5% | +155.2% | -192.7% | -44.6% |
| 5Y | -20.6% | +264.7% | -285.3% | -33.5% |
| 10Y | +255.8% | +1,500.1% | -1,244.3% | +158.8% |
| All | +1,016.8% | +9,736.1% | -8,719.3% | +645.5% |
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 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