+1,921.9%
NXPI vs MOS
-41.3%
+1,963.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -4.4% | +21.6% | -25.9% | -11.6% |
| 30D | +5.6% | +12.0% | -6.4% | +0.3% |
| 3M | +7.6% | -3.9% | +11.5% | +7.5% |
| 6M | -17.6% | -3.3% | -14.2% | -18.4% |
| YTD | +15.9% | -4.6% | +20.5% | +12.8% |
| 1Y | +22.4% | -7.0% | +29.4% | +19.6% |
| 3Y | +43.2% | -24.4% | +67.7% | +46.5% |
| 5Y | +21.4% | -32.1% | +53.5% | +18.1% |
| 10Y | +186.8% | +10.3% | +176.5% | +86.2% |
| All | +1,921.9% | -41.3% | +1,963.3% | +1,789.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling