+843.7%
MS vs NXPI
+2,077.5%
-1,233.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.1% |
| 7D | -1.6% | -4.4% | +2.8% | +0.1% |
| 30D | -3.8% | +5.6% | -9.3% | -5.8% |
| 3M | -14.6% | +7.6% | -22.2% | -17.2% |
| 6M | -5.1% | -17.6% | +12.5% | +0.4% |
| YTD | +4.5% | +15.9% | -11.4% | -5.2% |
| 1Y | +13.5% | +22.4% | -8.8% | +0.6% |
| 3Y | +160.4% | +43.2% | +117.2% | +107.5% |
| 5Y | +112.9% | +21.4% | +91.5% | +74.2% |
| 10Y | +633.4% | +186.8% | +446.6% | +300.7% |
| All | +843.7% | +2,077.5% | -1,233.8% | +113.8% |
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