+847.5%
MSCI vs XPO
+1,266.4%
-418.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | +3.0% | +9.0% | -6.0% | +0.7% |
| 30D | +17.8% | +4.2% | +13.6% | +16.4% |
| 3M | +15.2% | -8.7% | +23.8% | +17.4% |
| 6M | +16.5% | -2.8% | +19.2% | +16.0% |
| YTD | +16.4% | +41.9% | -25.5% | +3.2% |
| 1Y | +16.8% | +42.3% | -25.5% | +3.2% |
| 3Y | +35.8% | +127.3% | -91.5% | -1.8% |
| 5Y | +7.0% | +306.4% | -299.4% | -38.9% |
| All | +847.5% | +1,266.4% | -418.9% | +310.4% |
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