+2,715.8%
MSCI vs XPO
+10,739.7%
-8,023.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.3% |
| 7D | +2.8% | -6.7% | +9.5% | +4.1% |
| 30D | +15.4% | -1.9% | +17.3% | +15.7% |
| 3M | +13.4% | -9.9% | +23.3% | +15.3% |
| 6M | +10.9% | -16.4% | +27.3% | +13.9% |
| YTD | +13.0% | +30.2% | -17.2% | +5.5% |
| 1Y | +12.0% | +29.9% | -17.9% | +4.5% |
| 3Y | +34.1% | +122.6% | -88.5% | +8.1% |
| 5Y | +3.9% | +278.9% | -275.0% | -26.9% |
| 10Y | +802.0% | +1,375.3% | -573.3% | +394.6% |
| All | +2,715.8% | +10,739.7% | -8,023.8% | +1,017.0% |
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