+129.0%
MSI vs XPO
+315.9%
-186.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +7.7% | +0.5% | +7.2% | +7.5% |
| 30D | +19.9% | +4.7% | +15.2% | +19.0% |
| 3M | +14.9% | -7.1% | +22.0% | +15.8% |
| 6M | +37.2% | -6.3% | +43.5% | +37.7% |
| YTD | +40.8% | +39.1% | +1.7% | +32.2% |
| 1Y | +38.1% | +36.7% | +1.4% | +29.9% |
| 3Y | +77.7% | +127.4% | -49.7% | +45.4% |
| 5Y | +129.0% | +315.0% | -186.0% | +54.8% |
| All | +129.0% | +315.9% | -186.8% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling