-7.5%
MSCI vs XPO
+265.7%
-273.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.5% | -4.8% | -1.4% |
| 7D | +0.4% | +2.4% | -2.0% | -0.2% |
| 30D | +0.6% | -3.5% | +4.1% | +1.2% |
| 3M | -7.1% | -11.9% | +4.9% | -4.8% |
| 6M | +0.8% | -10.0% | +10.8% | +2.1% |
| YTD | +1.0% | +42.1% | -41.1% | -10.2% |
| 1Y | +4.3% | +47.6% | -43.3% | -9.0% |
| 3Y | +9.9% | +153.6% | -143.6% | -26.3% |
| All | -7.5% | +265.7% | -273.2% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling