+372.3%
MOS vs XPO
+9,445.4%
-9,073.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.2% |
| 3M | -3.9% | -9.9% | +6.0% | -2.5% |
| 6M | -3.3% | -16.4% | +13.1% | -0.9% |
| YTD | -4.6% | +30.2% | -34.8% | -9.7% |
| 1Y | -7.0% | +29.9% | -36.9% | -11.9% |
| 3Y | -24.4% | +122.6% | -147.1% | -36.6% |
| 5Y | -32.1% | +278.9% | -311.0% | -49.5% |
| 10Y | +10.3% | +1,375.3% | -1,365.0% | -31.6% |
| All | +372.3% | +9,445.4% | -9,073.1% | +135.8% |
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