-7.0%
MOS vs XPO
+28.2%
-35.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +21.6% | -6.7% | +28.2% | +22.8% |
| 30D | +12.0% | -1.9% | +13.9% | +12.0% |
| 3M | -3.9% | -9.9% | +6.0% | -2.7% |
| 6M | -3.3% | -16.4% | +13.1% | -0.6% |
| YTD | -4.6% | +30.2% | -34.8% | -11.2% |
| 1Y | -7.0% | +29.9% | -36.9% | -14.3% |
| All | -7.0% | +28.2% | -35.2% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling