+2,836.7%
MSFT vs XPO
+10,095.4%
-7,258.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 1Y | +3.3% | +36.7% | -33.4% | -0.8% |
| 3Y | +44.3% | +127.4% | -83.1% | +29.8% |
| 5Y | +63.3% | +315.0% | -251.6% | +36.6% |
| 10Y | +894.4% | +1,263.5% | -369.1% | +661.1% |
| All | +2,836.7% | +10,095.4% | -7,258.7% | +2,050.3% |
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