+556.2%
MS vs XPO
+1,289.5%
-733.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | +0.9% | +4.7% | -3.8% | -0.7% |
| 3M | -10.8% | -7.1% | -3.8% | -9.0% |
| 6M | +0.9% | -6.3% | +7.2% | +2.0% |
| YTD | +9.8% | +39.1% | -29.3% | -3.8% |
| 1Y | +17.1% | +36.7% | -19.6% | +2.9% |
| 3Y | +175.7% | +127.4% | +48.3% | +92.7% |
| 5Y | +125.9% | +315.0% | -189.1% | +19.0% |
| 10Y | +556.2% | +1,263.5% | -707.3% | +112.0% |
| All | +556.2% | +1,289.5% | -733.3% | +112.0% |
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