+186.7%
NXPI vs MTSI
+448.7%
-262.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.8% | -9.3% | -2.7% |
| 7D | -4.4% | -10.0% | +5.6% | -1.1% |
| 30D | +5.6% | -37.2% | +42.7% | +24.3% |
| 3M | +7.6% | -30.1% | +37.7% | +19.6% |
| 6M | -17.6% | -31.9% | +14.3% | -8.8% |
| YTD | +15.9% | +23.2% | -7.3% | -0.9% |
| 1Y | +22.4% | +26.4% | -4.0% | +3.2% |
| 3Y | +43.2% | +186.2% | -142.9% | -15.4% |
| 5Y | +21.4% | +187.0% | -165.7% | -28.8% |
| All | +186.7% | +448.7% | -262.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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