+9.0%
MSFT vs XPO
+38.8%
-29.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.6% | +8.3% | +6.6% |
| 7D | +4.7% | +3.5% | +1.2% | +4.9% |
| 30D | +5.8% | +2.8% | +3.0% | +6.0% |
| 3M | +13.0% | -7.5% | +20.5% | +12.7% |
| 6M | +34.9% | -5.9% | +40.9% | +35.0% |
| YTD | +15.7% | +38.4% | -22.7% | +22.3% |
| 1Y | +9.0% | +33.7% | -24.7% | +14.7% |
| All | +9.0% | +38.8% | -29.8% | +14.7% |
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