+2,739.7%
MSCI vs XPO
+11,418.4%
-8,678.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.4% | -0.3% |
| 7D | +1.5% | -1.9% | +3.4% | +1.8% |
| 30D | +14.4% | +2.5% | +11.9% | +13.7% |
| 3M | +15.2% | -7.2% | +22.4% | +16.5% |
| 6M | +11.2% | -8.1% | +19.3% | +12.1% |
| YTD | +13.9% | +38.3% | -24.4% | +5.1% |
| 1Y | +12.5% | +33.6% | -21.1% | +4.3% |
| 3Y | +32.3% | +133.1% | -100.8% | +5.7% |
| 5Y | +4.9% | +308.9% | -304.1% | -27.3% |
| 10Y | +779.7% | +1,371.8% | -592.1% | +380.6% |
| All | +2,739.7% | +11,418.4% | -8,678.7% | +1,013.3% |
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