-65.1%
MSTZ vs XPO
+38.8%
-103.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.6% | -8.0% | -10.4% |
| 7D | +0.7% | +3.5% | -2.8% | +2.3% |
| 30D | +16.6% | +2.8% | +13.8% | +18.4% |
| 3M | -74.7% | -7.5% | -67.2% | -75.7% |
| 6M | -43.9% | -5.9% | -38.0% | -44.5% |
| YTD | -84.0% | +38.4% | -122.4% | -81.7% |
| 1Y | -65.1% | +33.7% | -98.8% | -60.6% |
| All | -65.1% | +38.8% | -103.9% | -60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling