+878.4%
MSFT vs XPO
+1,516.3%
-637.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.8% | -5.7% | +4.8% | +0.4% |
| 30D | +0.8% | -12.8% | +13.6% | +3.6% |
| 3M | +27.2% | -20.0% | +47.2% | +32.8% |
| 6M | +22.9% | -6.0% | +29.0% | +23.3% |
| YTD | +3.1% | +34.0% | -30.9% | -5.3% |
| 1Y | -0.3% | +35.6% | -35.8% | -9.4% |
| 3Y | +50.1% | +152.3% | -102.2% | +11.5% |
| 5Y | +74.6% | +264.4% | -189.7% | +12.3% |
| All | +878.4% | +1,516.3% | -637.9% | +380.5% |
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