+1,344.1%
MSI vs XPO
+10,300.9%
-8,956.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.1% |
| 7D | +3.2% | +9.0% | -5.7% | +2.3% |
| 30D | +17.6% | +4.2% | +13.4% | +17.0% |
| 3M | +14.5% | -8.7% | +23.2% | +15.4% |
| 6M | +34.3% | -2.8% | +37.0% | +34.1% |
| YTD | +39.7% | +41.9% | -2.1% | +33.4% |
| 1Y | +40.2% | +42.3% | -2.2% | +33.6% |
| 3Y | +77.1% | +127.3% | -50.1% | +57.0% |
| 5Y | +124.0% | +306.4% | -182.3% | +82.2% |
| 10Y | +665.5% | +1,290.9% | -625.5% | +440.9% |
| All | +1,344.1% | +10,300.9% | -8,956.9% | +767.2% |
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