-92.4%
MSTU vs XPO
+73.0%
-165.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.2% | -7.2% | -6.7% |
| 7D | -25.8% | +9.0% | -34.8% | -30.8% |
| 30D | -43.9% | +4.2% | -48.0% | -45.7% |
| 3M | +2.9% | -8.7% | +11.5% | +9.7% |
| 6M | -75.5% | -2.8% | -72.7% | -75.4% |
| YTD | -76.7% | +41.9% | -118.6% | -83.0% |
| 1Y | -88.9% | +42.3% | -131.3% | -92.1% |
| All | -92.4% | +73.0% | -165.4% | -95.5% |
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