+1,341.9%
MSI vs XPO
+10,073.3%
-8,731.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +2.6% | +6.9% | -4.3% | +1.9% |
| 30D | +18.1% | +4.1% | +14.0% | +17.5% |
| 3M | +13.2% | -9.7% | +22.9% | +14.2% |
| 6M | +36.3% | -3.8% | +40.1% | +36.3% |
| YTD | +39.5% | +38.8% | +0.8% | +33.5% |
| 1Y | +36.9% | +34.2% | +2.7% | +31.3% |
| 3Y | +76.1% | +126.9% | -50.8% | +56.1% |
| 5Y | +123.7% | +297.5% | -173.8% | +82.4% |
| 10Y | +664.3% | +1,260.5% | -596.2% | +441.4% |
| All | +1,341.9% | +10,073.3% | -8,731.4% | +768.0% |
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