+601.1%
MSI vs XPO
+1,516.3%
-915.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.4% | -5.7% | +5.3% | +0.6% |
| 30D | -0.8% | -12.8% | +12.0% | +1.5% |
| 3M | +13.9% | -20.0% | +33.9% | +18.1% |
| 6M | +1.3% | -6.0% | +7.4% | +1.7% |
| YTD | +22.3% | +34.0% | -11.7% | +14.4% |
| 1Y | -3.9% | +35.6% | -39.4% | -10.8% |
| 3Y | +69.9% | +152.3% | -82.4% | +32.9% |
| 5Y | +103.8% | +264.4% | -160.6% | +40.4% |
| All | +601.1% | +1,516.3% | -915.2% | +255.3% |
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 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