+70.7%
MSFU vs XPO
+491.7%
-421.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.2% |
| 7D | -2.3% | -0.9% | -1.4% | -2.2% |
| 30D | -6.3% | -8.1% | +1.8% | -4.8% |
| 3M | +40.0% | -19.0% | +59.0% | +45.7% |
| 6M | +30.1% | -5.2% | +35.3% | +30.0% |
| YTD | -10.3% | +35.6% | -45.9% | -19.0% |
| 1Y | -19.0% | +41.1% | -60.1% | -28.5% |
| 3Y | +25.8% | +157.9% | -132.1% | -10.7% |
| All | +70.7% | +491.7% | -421.0% | -12.8% |
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