+1,890.5%
NXPI vs MOS
-41.4%
+1,931.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +3.3% | -11.0% | -8.9% |
| 7D | -8.1% | +22.5% | -30.6% | -15.3% |
| 30D | 0.0% | +6.6% | -6.6% | -3.2% |
| 3M | +6.2% | -3.8% | +10.0% | +6.1% |
| 6M | -15.7% | -2.2% | -13.5% | -16.9% |
| YTD | +14.1% | -4.8% | +18.9% | +11.1% |
| 1Y | +18.2% | -11.7% | +29.9% | +17.8% |
| 3Y | +42.0% | -26.5% | +68.5% | +46.7% |
| 5Y | +19.5% | -32.2% | +51.7% | +16.3% |
| 10Y | +182.3% | +10.2% | +172.2% | +83.4% |
| All | +1,890.5% | -41.4% | +1,931.9% | +1,760.6% |
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