+215.0%
NXPI vs MTSI
+498.4%
-283.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.2% |
| 7D | +9.4% | +29.1% | -19.8% | -1.7% |
| 30D | +18.1% | -20.4% | +38.5% | +26.5% |
| 3M | +15.0% | -20.9% | +35.9% | +21.6% |
| 6M | -8.4% | -32.3% | +23.8% | +1.9% |
| YTD | +24.8% | +43.5% | -18.7% | +0.1% |
| 1Y | +33.3% | +43.8% | -10.5% | +6.6% |
| 3Y | +51.0% | +218.8% | -167.8% | -14.9% |
| 5Y | +34.5% | +228.3% | -193.8% | -25.6% |
| All | +215.0% | +498.4% | -283.4% | +16.5% |
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