-11.2%
NXPI vs MTSI
-30.9%
+19.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.3% | -0.4% |
| 7D | +1.7% | +7.2% | -5.5% | -1.3% |
| 30D | +19.7% | -18.4% | +38.1% | +26.6% |
| 3M | +14.5% | -16.7% | +31.2% | +18.2% |
| 6M | -11.2% | -31.7% | +20.5% | +3.6% |
| All | -11.2% | -30.9% | +19.6% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling