-99.1%
MSTZ vs XPO
+73.0%
-172.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +6.6% |
| 7D | +30.8% | +9.0% | +21.8% | +38.9% |
| 30D | +41.2% | +4.2% | +37.0% | +46.1% |
| 3M | -60.9% | -8.7% | -52.3% | -63.3% |
| 6M | -15.7% | -2.8% | -12.9% | -15.1% |
| YTD | -75.2% | +41.9% | -117.1% | -63.9% |
| 1Y | -59.8% | +42.3% | -102.1% | -41.2% |
| All | -99.1% | +73.0% | -172.1% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling