+76.3%
MSFU vs XPO
+520.1%
-443.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.5% | -8.7% | -5.1% |
| 7D | -5.7% | +2.4% | -8.1% | -6.3% |
| 30D | +4.2% | -3.5% | +7.7% | +4.7% |
| 3M | +27.9% | -11.9% | +39.8% | +30.7% |
| 6M | +37.1% | -10.0% | +47.1% | +38.6% |
| YTD | -7.4% | +42.1% | -49.5% | -17.1% |
| 1Y | -19.6% | +47.6% | -67.2% | -29.7% |
| 3Y | +33.2% | +153.6% | -120.4% | -4.7% |
| All | +76.3% | +520.1% | -443.8% | -10.8% |
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 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