+662.2%
MSI vs XPO
+1,236.5%
-574.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.6% | +6.9% | -4.3% | +1.4% |
| 30D | +18.1% | +4.1% | +14.0% | +17.1% |
| 3M | +13.2% | -9.7% | +22.9% | +14.9% |
| 6M | +36.3% | -3.8% | +40.1% | +36.2% |
| YTD | +39.5% | +38.8% | +0.8% | +29.4% |
| 1Y | +36.9% | +34.2% | +2.7% | +27.4% |
| 3Y | +76.1% | +126.9% | -50.8% | +41.2% |
| 5Y | +123.7% | +297.5% | -173.8% | +51.2% |
| All | +662.2% | +1,236.5% | -574.2% | +292.7% |
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