+145.1%
MS vs NXPI
+16.8%
+128.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | -0.3% | -1.4% | +1.2% | +0.2% |
| 3M | +0.3% | -29.1% | +29.3% | +11.5% |
| 6M | +31.3% | +6.2% | +25.1% | +24.5% |
| YTD | +24.7% | +5.9% | +18.8% | +17.6% |
| 1Y | +47.9% | +2.9% | +45.0% | +40.3% |
| 3Y | +178.3% | +14.5% | +163.8% | +139.4% |
| All | +145.1% | +16.8% | +128.3% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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