+1,747.1%
NXPI vs MOS
-32.7%
+1,779.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.7% |
| 7D | +1.9% | +9.5% | -7.6% | -1.5% |
| 30D | -1.4% | +10.4% | -11.9% | -5.3% |
| 3M | -29.1% | +12.9% | -41.9% | -32.7% |
| 6M | +6.2% | +1.2% | +5.0% | +3.1% |
| YTD | +5.9% | +9.3% | -3.4% | -0.8% |
| 1Y | +2.9% | -18.0% | +20.9% | +6.7% |
| 3Y | +14.5% | -29.0% | +43.5% | +21.1% |
| 5Y | +17.1% | -9.6% | +26.6% | +2.2% |
| 10Y | +193.4% | +6.1% | +187.3% | +98.4% |
| All | +1,747.1% | -32.7% | +1,779.8% | +1,561.5% |
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