+72.2%
MSFU vs XPO
+510.3%
-438.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.0% |
| 7D | -3.2% | +2.7% | -5.8% | -3.8% |
| 30D | -3.1% | -6.2% | +3.0% | -2.0% |
| 3M | +35.3% | -15.4% | +50.7% | +39.5% |
| 6M | +31.6% | +0.7% | +30.8% | +29.7% |
| YTD | -9.5% | +39.8% | -49.4% | -18.8% |
| 1Y | -18.4% | +43.3% | -61.7% | -28.1% |
| 3Y | +26.9% | +166.0% | -139.1% | -10.5% |
| All | +72.2% | +510.3% | -438.1% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling