+212.4%
NXPI vs MTSI
+465.0%
-252.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +1.4% |
| 7D | +6.8% | +10.0% | -3.2% | +2.5% |
| 30D | +20.0% | -20.3% | +40.4% | +28.5% |
| 3M | +14.8% | -24.4% | +39.2% | +23.4% |
| 6M | -10.5% | -39.2% | +28.7% | +4.0% |
| YTD | +23.7% | +35.5% | -11.8% | +1.4% |
| 1Y | +34.1% | +43.0% | -9.0% | +7.3% |
| 3Y | +51.2% | +196.3% | -145.0% | -12.4% |
| 5Y | +33.4% | +210.0% | -176.6% | -24.6% |
| All | +212.4% | +465.0% | -252.6% | +18.1% |
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