-2.6%
MSI vs XPO
+38.9%
-41.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | -1.8% | -1.3% | -0.4% | -1.7% |
| 30D | -0.6% | -10.4% | +9.7% | -0.2% |
| 3M | +13.0% | -15.7% | +28.7% | +14.0% |
| 6M | +0.5% | -6.3% | +6.9% | +0.6% |
| YTD | +21.7% | +34.2% | -12.5% | +19.2% |
| 1Y | -2.6% | +39.9% | -42.6% | -5.6% |
| All | -2.6% | +38.9% | -41.5% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling