+33.9%
NXPI vs MOS
-30.3%
+64.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.8% |
| 7D | -0.5% | +24.8% | -25.3% | -6.1% |
| 30D | +15.0% | +22.7% | -7.7% | +8.7% |
| 3M | +12.6% | -1.2% | +13.8% | +12.1% |
| 6M | -10.6% | +5.5% | -16.1% | -12.8% |
| YTD | +22.1% | -2.0% | +24.0% | +19.2% |
| 1Y | +29.8% | -7.9% | +37.7% | +28.5% |
| 3Y | +47.8% | -25.0% | +72.7% | +50.3% |
| 5Y | +33.9% | -27.7% | +61.6% | +21.7% |
| All | +33.9% | -30.3% | +64.1% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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