-0.2%
NXPI vs MSTU
-86.5%
+86.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.6% | +6.9% | -1.1% |
| 7D | +0.7% | +16.1% | -15.5% | -1.0% |
| 30D | -6.6% | +68.7% | -75.3% | -11.6% |
| 3M | -25.4% | -11.0% | -14.4% | -26.7% |
| 6M | +11.9% | -33.4% | +45.3% | +10.2% |
| YTD | +4.0% | -59.5% | +63.5% | +3.8% |
| 1Y | +1.0% | -93.4% | +94.4% | +17.7% |
| All | -0.2% | -86.5% | +86.3% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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