+563.5%
MS vs XPO
+9,445.4%
-8,881.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.6% | -6.7% | +5.1% | -0.4% |
| 30D | -3.8% | -1.9% | -1.9% | -3.5% |
| 3M | -14.6% | -9.9% | -4.7% | -13.2% |
| 6M | -5.1% | -16.4% | +11.3% | -2.6% |
| YTD | +4.5% | +30.2% | -25.7% | -1.0% |
| 1Y | +13.5% | +29.9% | -16.3% | +7.5% |
| 3Y | +160.4% | +122.6% | +37.8% | +120.8% |
| 5Y | +112.9% | +278.9% | -166.0% | +61.1% |
| 10Y | +633.4% | +1,375.3% | -741.9% | +358.7% |
| All | +563.5% | +9,445.4% | -8,881.8% | +255.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling