+16.8%
MSCI vs XPO
+38.7%
-21.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.3% |
| 7D | +3.0% | +9.0% | -6.0% | +2.8% |
| 30D | +17.8% | +4.2% | +13.6% | +17.7% |
| 3M | +15.2% | -8.7% | +23.8% | +15.3% |
| 6M | +16.5% | -2.8% | +19.2% | +16.1% |
| YTD | +16.4% | +41.9% | -25.5% | +10.8% |
| 1Y | +16.8% | +42.3% | -25.5% | +10.4% |
| All | +16.8% | +38.7% | -21.9% | +10.4% |
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 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