+1.6%
NXPI vs MSTZ
-19.0%
+20.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | +0.1% |
| 7D | -2.3% | -23.6% | +21.3% | -3.3% |
| 30D | -4.3% | -60.7% | +56.4% | -8.4% |
| 3M | -24.7% | -58.3% | +33.6% | -26.3% |
| 6M | +9.7% | -60.0% | +69.8% | +7.7% |
| YTD | +3.8% | -75.2% | +79.0% | +2.7% |
| 1Y | +1.6% | -19.9% | +21.5% | +24.2% |
| All | +1.6% | -19.0% | +20.7% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling