+1,025.6%
MS vs NXPI
+1,889.2%
-863.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | +1.4% | +1.9% | -0.5% | +0.6% |
| 30D | -0.3% | -1.4% | +1.2% | +0.2% |
| 3M | +0.3% | -29.1% | +29.3% | +12.9% |
| 6M | +31.3% | +6.2% | +25.1% | +24.2% |
| YTD | +24.7% | +5.9% | +18.8% | +17.3% |
| 1Y | +47.9% | +2.9% | +45.0% | +39.8% |
| 3Y | +178.3% | +14.5% | +163.8% | +141.9% |
| 5Y | +144.9% | +17.1% | +127.8% | +103.1% |
| 10Y | +804.5% | +193.4% | +611.2% | +388.1% |
| All | +1,025.6% | +1,889.2% | -863.6% | +164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling