+915.1%
MSFT vs XPO
+1,266.4%
-351.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.3% |
| 7D | -1.3% | +9.0% | -10.2% | -3.1% |
| 30D | -1.8% | +4.2% | -6.0% | -2.8% |
| 3M | +5.6% | -8.7% | +14.3% | +7.3% |
| 6M | +29.8% | -2.8% | +32.6% | +29.5% |
| YTD | +9.0% | +41.9% | -32.9% | -1.4% |
| 1Y | +4.9% | +42.3% | -37.4% | -5.5% |
| 3Y | +46.2% | +127.3% | -81.0% | +11.8% |
| 5Y | +62.1% | +306.4% | -244.3% | +1.3% |
| All | +915.1% | +1,266.4% | -351.3% | +411.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling