+1,890.5%
NXPI vs MAS
+1,082.9%
+807.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.4% | -4.3% | -5.7% |
| 7D | -8.1% | +4.6% | -12.7% | -10.7% |
| 30D | 0.0% | +19.9% | -19.9% | -10.6% |
| 3M | +6.2% | +8.9% | -2.7% | +0.4% |
| 6M | -15.7% | +20.2% | -35.9% | -25.9% |
| YTD | +14.1% | +33.9% | -19.8% | -8.0% |
| 1Y | +18.2% | +34.7% | -16.5% | -5.2% |
| 3Y | +42.0% | +60.4% | -18.4% | +1.2% |
| 5Y | +19.5% | +43.5% | -24.0% | -9.6% |
| 10Y | +182.3% | +226.7% | -44.4% | +28.0% |
| All | +1,890.5% | +1,082.9% | +807.6% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling