+51.2%
MSFT vs XPO
+159.4%
-108.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -1.4% | +2.7% | -4.1% | -1.7% |
| 30D | -1.0% | -6.2% | +5.2% | -0.4% |
| 3M | +20.2% | -15.4% | +35.6% | +22.1% |
| 6M | +21.3% | +0.7% | +20.5% | +20.5% |
| YTD | +2.8% | +39.8% | -37.1% | -2.5% |
| 1Y | 0.0% | +43.3% | -43.3% | -6.0% |
| 3Y | +51.2% | +166.0% | -114.8% | +24.2% |
| All | +51.2% | +159.4% | -108.2% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling