+33.9%
NXPI vs MTSI
+209.3%
-175.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.8% |
| 7D | -0.5% | -3.8% | +3.4% | +0.4% |
| 30D | +15.0% | -31.4% | +46.3% | +35.9% |
| 3M | +12.6% | -23.8% | +36.3% | +22.7% |
| 6M | -10.6% | -37.1% | +26.5% | +6.8% |
| YTD | +22.1% | +32.2% | -10.1% | -10.3% |
| 1Y | +29.8% | +26.9% | +2.8% | -2.6% |
| 3Y | +47.8% | +193.7% | -146.0% | -44.0% |
| 5Y | +33.9% | +218.0% | -184.2% | -53.9% |
| All | +33.9% | +209.3% | -175.5% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling