+26.9%
MSFU vs XPO
+159.4%
-132.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -3.2% | +2.7% | -5.8% | -3.7% |
| 30D | -3.1% | -6.2% | +3.0% | -2.2% |
| 3M | +35.3% | -15.4% | +50.7% | +39.0% |
| 6M | +31.6% | +0.7% | +30.8% | +29.9% |
| YTD | -9.5% | +39.8% | -49.4% | -18.1% |
| 1Y | -18.4% | +43.3% | -61.7% | -27.5% |
| 3Y | +26.9% | +166.0% | -139.1% | -8.3% |
| All | +26.9% | +159.4% | -132.5% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling