-24.4%
MOS vs XPO
+122.0%
-146.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +21.6% | -6.7% | +28.2% | +22.6% |
| 30D | +12.0% | -1.9% | +13.9% | +12.1% |
| 3M | -3.9% | -9.9% | +6.0% | -2.8% |
| 6M | -3.3% | -16.4% | +13.1% | -1.3% |
| YTD | -4.6% | +30.2% | -34.8% | -8.6% |
| 1Y | -7.0% | +29.9% | -36.9% | -11.0% |
| 3Y | -24.4% | +122.6% | -147.1% | -34.1% |
| All | -24.4% | +122.0% | -146.4% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling