+51.2%
NXPI vs MSI
+76.4%
-25.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +6.8% | +3.2% | +3.5% | +6.0% |
| 30D | +20.0% | +17.6% | +2.5% | +15.3% |
| 3M | +14.8% | +14.5% | +0.3% | +10.9% |
| 6M | -10.5% | +34.3% | -44.7% | -17.5% |
| YTD | +23.7% | +39.7% | -16.0% | +10.2% |
| 1Y | +34.1% | +40.2% | -6.1% | +19.2% |
| 3Y | +51.2% | +77.1% | -25.9% | +9.8% |
| All | +51.2% | +76.4% | -25.1% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling