+71.4%
MSFT vs XPO
+271.9%
-200.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -1.4% | +2.7% | -4.1% | -1.9% |
| 30D | -1.0% | -6.2% | +5.2% | 0.0% |
| 3M | +20.2% | -15.4% | +35.6% | +23.4% |
| 6M | +21.3% | +0.7% | +20.5% | +20.0% |
| YTD | +2.8% | +39.8% | -37.1% | -5.7% |
| 1Y | 0.0% | +43.3% | -43.3% | -9.5% |
| 3Y | +51.2% | +166.0% | -114.8% | +10.9% |
| 5Y | +71.4% | +274.2% | -202.7% | +6.2% |
| All | +71.4% | +271.9% | -200.5% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling