+22.0%
NXPI vs MTSI
+183.3%
-161.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.8% | -9.3% | -4.0% |
| 7D | -4.4% | -10.0% | +5.6% | -0.2% |
| 30D | +5.6% | -37.2% | +42.7% | +30.8% |
| 3M | +7.6% | -30.1% | +37.7% | +22.9% |
| 6M | -17.6% | -31.9% | +14.3% | -7.0% |
| YTD | +15.9% | +23.2% | -7.3% | -11.5% |
| 1Y | +22.4% | +26.4% | -4.0% | -8.7% |
| 3Y | +43.2% | +186.2% | -142.9% | -45.5% |
| All | +22.0% | +183.3% | -161.3% | -55.1% |
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 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