+22.0%
NXPI vs MSI
+118.7%
-96.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -4.4% | +4.7% | -9.0% | -6.8% |
| 30D | +5.6% | +14.8% | -9.2% | -1.9% |
| 3M | +7.6% | +8.8% | -1.2% | +2.5% |
| 6M | -17.6% | +19.3% | -36.9% | -26.2% |
| YTD | +15.9% | +35.3% | -19.4% | -5.3% |
| 1Y | +22.4% | +33.8% | -11.4% | +0.7% |
| 3Y | +43.2% | +74.4% | -31.2% | -8.8% |
| All | +22.0% | +118.7% | -96.7% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling