-88.4%
MSTU vs XPO
+63.6%
-152.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -6.0% |
| 7D | -22.0% | -1.3% | -20.7% | -21.2% |
| 30D | +60.3% | -10.4% | +70.7% | +74.0% |
| 3M | -3.7% | -15.7% | +12.0% | +8.8% |
| 6M | -45.2% | -6.3% | -38.8% | -43.6% |
| YTD | -64.3% | +34.2% | -98.5% | -72.7% |
| 1Y | -94.0% | +39.9% | -134.0% | -95.7% |
| All | -88.4% | +63.6% | -152.0% | -92.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling