+1.6%
NXPI vs MSI
-2.5%
+4.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.3% |
| 7D | -2.3% | -4.0% | +1.7% | -2.4% |
| 30D | -4.3% | -0.5% | -3.9% | -4.4% |
| 3M | -24.7% | +11.4% | -36.1% | -24.2% |
| 6M | +9.7% | +1.0% | +8.8% | +10.5% |
| YTD | +3.8% | +20.7% | -16.9% | +3.9% |
| 1Y | +1.6% | -2.7% | +4.3% | +1.7% |
| All | +1.6% | -2.5% | +4.1% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling