+17.1%
NXPI vs MTSI
+320.9%
-303.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | -0.7% |
| 7D | +1.9% | +1.4% | +0.5% | +1.0% |
| 30D | -1.4% | +2.1% | -3.5% | -4.6% |
| 3M | -29.1% | -29.7% | +0.7% | -15.3% |
| 6M | +6.2% | +12.5% | -6.3% | -6.3% |
| YTD | +5.9% | +57.0% | -51.2% | -25.6% |
| 1Y | +2.9% | +103.9% | -101.0% | -40.4% |
| 3Y | +14.5% | +223.6% | -209.1% | -56.3% |
| All | +17.1% | +320.9% | -303.8% | -65.4% |
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