+2,716.0%
MSFT vs XPO
+10,316.6%
-7,600.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -2.5% |
| 7D | -2.7% | +2.4% | -5.1% | -2.9% |
| 30D | +2.7% | -3.5% | +6.2% | +3.0% |
| 3M | +17.0% | -11.9% | +28.9% | +18.1% |
| 6M | +23.8% | -10.0% | +33.8% | +24.5% |
| YTD | +4.0% | +42.1% | -38.1% | -0.2% |
| 1Y | -0.8% | +47.6% | -48.4% | -5.5% |
| 3Y | +55.6% | +153.6% | -98.0% | +38.5% |
| 5Y | +72.9% | +266.5% | -193.6% | +46.0% |
| 10Y | +875.8% | +1,460.4% | -584.6% | +642.4% |
| All | +2,716.0% | +10,316.6% | -7,600.6% | +1,959.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling