+34.5%
QXO vs MSI
+605.3%
-570.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -7.8% | -0.4% | -7.4% | -7.7% |
| 30D | -18.1% | -0.8% | -17.3% | -18.0% |
| 3M | -25.8% | +13.9% | -39.7% | -27.8% |
| 6M | -41.7% | +1.3% | -43.1% | -42.0% |
| YTD | -36.2% | +22.3% | -58.5% | -38.8% |
| 1Y | -42.1% | -3.9% | -38.2% | -42.0% |
| 3Y | -46.2% | +69.9% | -116.0% | -52.3% |
| 5Y | -70.7% | +103.8% | -174.5% | -75.3% |
| All | +34.5% | +605.3% | -570.8% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling