-99.3%
MSTZ vs XPO
+58.8%
-158.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +1.0% |
| 7D | -1.2% | -6.7% | +5.4% | -5.5% |
| 30D | +22.2% | -1.9% | +24.1% | +21.1% |
| 3M | -70.4% | -9.9% | -60.5% | -72.3% |
| 6M | -31.0% | -16.4% | -14.6% | -37.7% |
| YTD | -81.0% | +30.2% | -111.2% | -74.0% |
| 1Y | -61.2% | +29.9% | -91.1% | -46.5% |
| All | -99.3% | +58.8% | -158.1% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling