+51.2%
NXPI vs MTSI
+203.6%
-152.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +1.5% |
| 7D | +6.8% | +10.0% | -3.2% | +2.1% |
| 30D | +20.0% | -20.3% | +40.4% | +29.3% |
| 3M | +14.8% | -24.4% | +39.2% | +24.2% |
| 6M | -10.5% | -39.2% | +28.7% | +6.3% |
| YTD | +23.7% | +35.5% | -11.8% | -4.6% |
| 1Y | +34.1% | +43.0% | -9.0% | 0.0% |
| 3Y | +51.2% | +196.3% | -145.0% | -35.1% |
| All | +51.2% | +203.6% | -152.3% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling