+578.8%
MS vs XPO
+1,421.2%
-842.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.1% | +1.1% |
| 7D | +0.7% | -1.9% | +2.7% | +1.4% |
| 30D | -0.9% | +2.5% | -3.4% | -1.9% |
| 3M | -13.0% | -7.2% | -5.8% | -11.2% |
| 6M | -2.0% | -8.1% | +6.1% | -0.3% |
| YTD | +7.8% | +38.3% | -30.6% | -5.4% |
| 1Y | +17.9% | +33.6% | -15.7% | +4.3% |
| 3Y | +174.8% | +133.1% | +41.7% | +90.2% |
| 5Y | +119.9% | +308.9% | -189.1% | +16.3% |
| 10Y | +578.8% | +1,371.8% | -792.9% | +109.4% |
| All | +578.8% | +1,421.2% | -842.3% | +109.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling