-30.2%
MSTZ vs XPO
+53.4%
-83.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.5% | -1.9% | +4.8% |
| 7D | -29.7% | +2.4% | -32.1% | -28.8% |
| 30D | -65.3% | -3.5% | -61.7% | -65.9% |
| 3M | -57.3% | -11.9% | -45.4% | -59.5% |
| 6M | -61.6% | -10.0% | -51.7% | -61.5% |
| YTD | -78.3% | +42.1% | -120.4% | -75.3% |
| 1Y | -30.2% | +47.6% | -77.8% | -24.4% |
| All | -30.2% | +53.4% | -83.7% | -24.4% |
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