+987.7%
NXPI vs MTSI
+896.6%
+91.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -18.4% | +10.6% | -0.7% |
| 7D | -8.1% | -24.6% | +16.5% | +1.9% |
| 30D | 0.0% | -45.7% | +45.7% | +24.5% |
| 3M | +6.2% | -27.7% | +34.0% | +15.8% |
| 6M | -15.7% | -37.3% | +21.6% | -3.7% |
| YTD | +14.1% | +11.1% | +3.0% | +2.4% |
| 1Y | +18.2% | +27.2% | -9.0% | -0.2% |
| 3Y | +42.0% | +153.7% | -111.7% | -10.2% |
| 5Y | +19.5% | +159.0% | -139.5% | -25.1% |
| 10Y | +182.3% | +405.6% | -223.2% | +17.0% |
| All | +987.7% | +896.6% | +91.1% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling