+1.6%
NXPI vs MSTU
-85.2%
+86.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.4% | +1.5% |
| 7D | +1.9% | +21.3% | -19.4% | -0.1% |
| 30D | -1.4% | +90.8% | -92.2% | -7.6% |
| 3M | -29.1% | -6.8% | -22.3% | -30.5% |
| 6M | +6.2% | -39.8% | +46.0% | +5.5% |
| YTD | +5.9% | -55.7% | +61.6% | +4.9% |
| 1Y | +2.9% | -92.7% | +95.5% | +18.9% |
| All | +1.6% | -85.2% | +86.8% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling