+0.6%
MOS vs XPO
+1,289.5%
-1,288.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +5.5% | +0.5% | +5.0% | +5.1% |
| 30D | +21.0% | +4.7% | +16.3% | +18.9% |
| 3M | -0.5% | -7.1% | +6.6% | +1.2% |
| 6M | +6.6% | -6.3% | +12.8% | +7.5% |
| YTD | -2.8% | +39.1% | -41.8% | -14.7% |
| 1Y | -8.1% | +36.7% | -44.8% | -19.1% |
| 3Y | -25.6% | +127.4% | -153.0% | -49.4% |
| 5Y | -29.8% | +315.0% | -344.7% | -65.1% |
| 10Y | +0.6% | +1,263.5% | -1,262.9% | -68.4% |
| All | +0.6% | +1,289.5% | -1,288.9% | -68.4% |
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 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