+663.4%
MSI vs XPO
+1,266.4%
-603.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.2% |
| 7D | +3.2% | +9.0% | -5.7% | +1.7% |
| 30D | +17.6% | +4.2% | +13.4% | +16.6% |
| 3M | +14.5% | -8.7% | +23.2% | +16.0% |
| 6M | +34.3% | -2.8% | +37.0% | +33.9% |
| YTD | +39.7% | +41.9% | -2.1% | +29.1% |
| 1Y | +40.2% | +42.3% | -2.2% | +29.1% |
| 3Y | +77.1% | +127.3% | -50.1% | +42.1% |
| 5Y | +124.0% | +306.4% | -182.3% | +50.9% |
| All | +663.4% | +1,266.4% | -603.0% | +291.8% |
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