+143.2%
MS vs QXO
-68.0%
+211.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.4% |
| 7D | +1.7% | -3.9% | +5.5% | +1.7% |
| 30D | 0.0% | -17.4% | +17.4% | +0.3% |
| 3M | +3.0% | -22.5% | +25.5% | +3.3% |
| 6M | +35.7% | -41.4% | +77.1% | +36.5% |
| YTD | +23.3% | -34.1% | +57.4% | +23.8% |
| 1Y | +44.7% | -40.8% | +85.5% | +45.4% |
| 3Y | +178.0% | -43.9% | +221.9% | +169.5% |
| 5Y | +143.2% | -69.6% | +212.8% | +134.4% |
| All | +143.2% | -68.0% | +211.2% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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