+1,169.1%
MSI vs XPO
+10,316.6%
-9,147.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.4% |
| 7D | -3.7% | +2.4% | -6.1% | -4.0% |
| 30D | +6.8% | -3.5% | +10.4% | +7.1% |
| 3M | +14.3% | -11.9% | +26.2% | +15.6% |
| 6M | -1.6% | -10.0% | +8.4% | -0.9% |
| YTD | +22.8% | +42.1% | -19.3% | +17.4% |
| 1Y | -1.1% | +47.6% | -48.7% | -6.1% |
| 3Y | +70.5% | +153.6% | -83.1% | +49.2% |
| 5Y | +102.8% | +266.5% | -163.7% | +66.7% |
| 10Y | +597.4% | +1,460.4% | -863.0% | +388.8% |
| All | +1,169.1% | +10,316.6% | -9,147.5% | +663.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling