+45.4%
MSFT vs XPO
+128.6%
-83.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | -6.2% | +0.5% | -6.7% | -6.3% |
| 30D | -3.7% | +4.7% | -8.4% | -4.2% |
| 3M | +3.6% | -7.1% | +10.7% | +4.2% |
| 6M | +26.8% | -6.3% | +33.0% | +27.1% |
| YTD | +8.4% | +39.1% | -30.6% | +3.0% |
| 1Y | +3.3% | +36.7% | -33.4% | -1.8% |
| All | +45.4% | +128.6% | -83.2% | +24.5% |
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 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