-9.6%
MOS vs XPO
+265.7%
-275.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | +0.5% |
| 7D | +9.5% | +2.4% | +7.1% | +9.0% |
| 30D | +10.4% | -3.5% | +14.0% | +11.0% |
| 3M | +12.9% | -11.9% | +24.8% | +15.3% |
| 6M | +1.2% | -10.0% | +11.2% | +2.6% |
| YTD | +9.3% | +42.1% | -32.8% | +1.0% |
| 1Y | -18.0% | +47.6% | -65.6% | -25.1% |
| 3Y | -29.0% | +153.6% | -182.6% | -45.4% |
| All | -9.6% | +265.7% | -275.3% | -40.3% |
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 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