-34.4%
MOS vs XPO
+306.2%
-340.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -2.0% | +9.0% | -10.9% | -3.6% |
| 30D | +15.3% | +4.2% | +11.1% | +14.2% |
| 3M | +1.5% | -8.7% | +10.1% | +3.0% |
| 6M | -2.0% | -2.8% | +0.8% | -2.1% |
| YTD | -6.5% | +41.9% | -48.4% | -13.8% |
| 1Y | -11.1% | +42.3% | -53.4% | -18.2% |
| 3Y | -30.3% | +127.3% | -157.5% | -44.8% |
| All | -34.4% | +306.2% | -340.6% | -58.4% |
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 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