-85.6%
MSTU vs XPO
+73.2%
-158.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.7% | -6.5% |
| 7D | +21.3% | +2.4% | +18.9% | +19.3% |
| 30D | +90.8% | -3.5% | +94.4% | +95.8% |
| 3M | -6.8% | -11.9% | +5.2% | +1.7% |
| 6M | -39.8% | -10.0% | -29.9% | -35.9% |
| YTD | -55.7% | +42.1% | -97.8% | -67.6% |
| 1Y | -92.7% | +47.6% | -140.3% | -95.0% |
| All | -85.6% | +73.2% | -158.8% | -91.5% |
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 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