+85.8%
MSFU vs XPO
+506.9%
-421.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -4.8% |
| 7D | -12.7% | +0.5% | -13.2% | -12.7% |
| 30D | -9.0% | +4.7% | -13.7% | -10.0% |
| 3M | +2.9% | -7.1% | +10.0% | +4.1% |
| 6M | +43.5% | -6.3% | +49.8% | +44.3% |
| YTD | -2.4% | +39.1% | -41.5% | -12.5% |
| 1Y | -13.5% | +36.7% | -50.2% | -22.4% |
| 3Y | +19.2% | +127.4% | -108.2% | -12.0% |
| All | +85.8% | +506.9% | -421.2% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling