+17.1%
NXPI vs MAS
+32.0%
-14.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.1% |
| 7D | +1.9% | -0.8% | +2.7% | +2.4% |
| 30D | -1.4% | -5.6% | +4.1% | +2.1% |
| 3M | -29.1% | +4.4% | -33.5% | -32.0% |
| 6M | +6.2% | +7.2% | -1.0% | -1.8% |
| YTD | +5.9% | +16.1% | -10.2% | -8.4% |
| 1Y | +2.9% | +0.1% | +2.8% | -1.2% |
| 3Y | +14.5% | +28.3% | -13.8% | -10.5% |
| All | +17.1% | +32.0% | -14.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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