+913.4%
MSFT vs NXPI
+211.0%
+702.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.4% | +9.4% | -11.8% | -5.1% |
| 30D | -3.8% | +18.1% | -21.9% | -8.6% |
| 3M | +6.4% | +15.0% | -8.6% | +1.5% |
| 6M | +28.8% | -8.4% | +37.2% | +29.4% |
| YTD | +8.8% | +24.8% | -15.9% | -3.7% |
| 1Y | +3.2% | +33.3% | -30.1% | -11.2% |
| 3Y | +44.8% | +51.0% | -6.2% | +12.1% |
| 5Y | +61.8% | +34.5% | +27.3% | +26.6% |
| All | +913.4% | +211.0% | +702.4% | +440.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling