+1,747.1%
NXPI vs MSI
+1,773.5%
-26.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | +1.9% | -3.7% | +5.6% | +4.3% |
| 30D | -1.4% | +6.8% | -8.3% | -6.1% |
| 3M | -29.1% | +14.3% | -43.4% | -35.7% |
| 6M | +6.2% | -1.6% | +7.8% | +5.1% |
| YTD | +5.9% | +22.8% | -16.9% | -10.4% |
| 1Y | +2.9% | -1.1% | +4.0% | +0.2% |
| 3Y | +14.5% | +70.5% | -56.0% | -25.4% |
| 5Y | +17.1% | +102.8% | -85.7% | -32.9% |
| 10Y | +193.4% | +597.4% | -404.1% | -32.9% |
| All | +1,747.1% | +1,773.5% | -26.4% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling