+122.9%
MS vs QXO
-65.1%
+188.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | +5.1% | +9.0% | -3.9% | +4.9% |
| 30D | +5.7% | +22.0% | -16.3% | +5.3% |
| 3M | -12.2% | -15.4% | +3.2% | -12.0% |
| 6M | -0.5% | -26.0% | +25.5% | -0.2% |
| YTD | +9.8% | -34.7% | +44.5% | +10.2% |
| 1Y | +17.7% | -28.0% | +45.7% | +18.0% |
| 3Y | +176.8% | -47.0% | +223.9% | +169.7% |
| All | +122.9% | -65.1% | +188.1% | +108.9% |
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