+215.0%
NXPI vs MSI
+663.2%
-448.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.3% |
| 7D | +9.4% | +2.6% | +6.8% | +7.8% |
| 30D | +18.1% | +18.1% | 0.0% | +7.3% |
| 3M | +15.0% | +13.2% | +1.8% | +6.8% |
| 6M | -8.4% | +36.3% | -44.7% | -24.4% |
| YTD | +24.8% | +39.5% | -14.8% | -0.3% |
| 1Y | +33.3% | +36.9% | -3.6% | +7.8% |
| 3Y | +51.0% | +76.1% | -25.1% | +0.9% |
| 5Y | +34.5% | +123.7% | -89.2% | -23.8% |
| All | +215.0% | +663.2% | -448.2% | +18.1% |
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