-2.7%
MSCI vs XPO
+45.2%
-47.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.7% |
| 7D | -2.1% | +2.7% | -4.8% | -2.2% |
| 30D | -1.7% | -6.2% | +4.4% | -1.6% |
| 3M | -8.2% | -15.4% | +7.2% | -7.6% |
| 6M | -2.4% | +0.7% | -3.2% | -3.2% |
| YTD | -2.8% | +39.8% | -42.7% | -7.2% |
| 1Y | -2.7% | +43.3% | -46.0% | -7.2% |
| All | -2.7% | +45.2% | -47.9% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling