+1.0%
NXPI vs MSTZ
-99.1%
+100.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.6% | -5.2% | +1.9% |
| 7D | +0.7% | +24.8% | -24.1% | +2.4% |
| 30D | -4.2% | -59.2% | +55.0% | -9.3% |
| 3M | -20.4% | -56.9% | +36.4% | -22.8% |
| 6M | +12.5% | -57.6% | +70.1% | +10.8% |
| YTD | +5.2% | -73.6% | +78.8% | +3.7% |
| 1Y | +5.1% | -15.6% | +20.7% | +18.8% |
| All | +1.0% | -99.1% | +100.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling