+1.6%
NXPI vs MSTZ
-99.3%
+100.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.4% | +1.5% |
| 7D | +1.9% | -29.7% | +31.6% | -0.2% |
| 30D | -1.4% | -65.3% | +63.9% | -7.7% |
| 3M | -29.1% | -57.3% | +28.3% | -31.0% |
| 6M | +6.2% | -61.6% | +67.8% | +4.0% |
| YTD | +5.9% | -78.3% | +84.1% | +2.8% |
| 1Y | +2.9% | -30.2% | +33.1% | +14.6% |
| All | +1.6% | -99.3% | +100.8% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling