+570.4%
MSTR vs NXPI
+185.6%
+384.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.2% |
| 7D | -1.2% | -4.4% | +3.1% | +1.7% |
| 30D | -15.9% | +5.6% | -21.5% | -18.6% |
| 3M | +33.1% | +7.6% | +25.5% | +26.8% |
| 6M | -31.0% | -17.6% | -13.4% | -24.1% |
| YTD | -15.1% | +15.9% | -31.0% | -28.6% |
| 1Y | -45.6% | +22.4% | -68.0% | -56.0% |
| 3Y | +180.5% | +43.2% | +137.3% | +99.4% |
| 5Y | +61.7% | +21.4% | +40.3% | +30.2% |
| All | +570.4% | +185.6% | +384.8% | +283.5% |
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 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