-5.4%
QXO vs MSI
+1,101.3%
-1,106.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -3.9% | -4.0% | +0.1% | -3.5% |
| 30D | -17.4% | -0.5% | -16.9% | -17.3% |
| 3M | -22.5% | +11.4% | -33.9% | -23.4% |
| 6M | -41.4% | +1.0% | -42.4% | -41.5% |
| YTD | -34.1% | +20.7% | -54.8% | -35.4% |
| 1Y | -40.8% | -2.7% | -38.1% | -40.9% |
| 3Y | -43.9% | +68.2% | -112.1% | -46.9% |
| 5Y | -69.6% | +100.0% | -169.5% | -71.8% |
| 10Y | +41.0% | +596.9% | -555.9% | +61.9% |
| All | -5.4% | +1,101.3% | -1,106.7% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling