+20.7%
NXPI vs MSTZ
-99.3%
+120.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +2.9% |
| 7D | +1.7% | +31.0% | -29.3% | +4.1% |
| 30D | +19.7% | +34.0% | -14.3% | +23.4% |
| 3M | +14.5% | -67.7% | +82.2% | +8.6% |
| 6M | -11.2% | -14.9% | +3.7% | -6.7% |
| YTD | +25.8% | -79.1% | +104.9% | +24.2% |
| 1Y | +35.2% | -58.9% | +94.1% | +43.8% |
| All | +20.7% | -99.3% | +120.0% | +9.1% |
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