+214.4%
NXPI vs MSI
+683.5%
-469.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.6% | +2.2% |
| 7D | +1.7% | +7.7% | -6.0% | -2.7% |
| 30D | +19.7% | +19.9% | -0.2% | +7.8% |
| 3M | +14.5% | +14.9% | -0.4% | +5.4% |
| 6M | -11.2% | +37.2% | -48.5% | -26.9% |
| YTD | +25.8% | +40.8% | -15.0% | +0.1% |
| 1Y | +35.2% | +38.1% | -2.9% | +8.8% |
| 3Y | +52.3% | +77.7% | -25.4% | +1.3% |
| 5Y | +34.8% | +129.0% | -94.2% | -24.6% |
| 10Y | +214.4% | +671.3% | -456.9% | +17.2% |
| All | +214.4% | +683.5% | -469.1% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling