+441.4%
MOS vs XPO
+10,316.6%
-9,875.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | +0.7% |
| 7D | +9.5% | +2.4% | +7.1% | +9.1% |
| 30D | +10.4% | -3.5% | +14.0% | +10.9% |
| 3M | +12.9% | -11.9% | +24.8% | +15.0% |
| 6M | +1.2% | -10.0% | +11.2% | +2.4% |
| YTD | +9.3% | +42.1% | -32.8% | +2.2% |
| 1Y | -18.0% | +47.6% | -65.6% | -24.1% |
| 3Y | -29.0% | +153.6% | -182.6% | -41.9% |
| 5Y | -9.6% | +266.5% | -276.1% | -32.4% |
| 10Y | +6.1% | +1,460.4% | -1,454.4% | -34.9% |
| All | +441.4% | +10,316.6% | -9,875.2% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling