+794.2%
MS vs XPO
+1,450.2%
-656.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +2.5% | +2.7% | -0.2% | +1.5% |
| 30D | 0.0% | -6.2% | +6.1% | +1.9% |
| 3M | +2.4% | -15.4% | +17.8% | +7.5% |
| 6M | +36.4% | +0.7% | +35.6% | +34.4% |
| YTD | +23.8% | +39.8% | -16.0% | +8.5% |
| 1Y | +48.6% | +43.3% | +5.3% | +28.0% |
| 3Y | +179.1% | +166.0% | +13.1% | +84.1% |
| 5Y | +144.8% | +274.2% | -129.3% | +34.0% |
| 10Y | +794.2% | +1,429.0% | -634.9% | +177.9% |
| All | +794.2% | +1,450.2% | -656.0% | +177.9% |
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