+1,004.9%
NXPI vs MTSI
+1,004.6%
+0.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.8% | -9.3% | -2.6% |
| 7D | -4.4% | -10.0% | +5.6% | -1.1% |
| 30D | +5.6% | -37.2% | +42.7% | +23.8% |
| 3M | +7.6% | -30.1% | +37.7% | +19.3% |
| 6M | -17.6% | -31.9% | +14.3% | -9.0% |
| YTD | +15.9% | +23.2% | -7.3% | -0.3% |
| 1Y | +22.4% | +26.4% | -4.0% | +3.9% |
| 3Y | +43.2% | +186.2% | -142.9% | -13.7% |
| 5Y | +21.4% | +187.0% | -165.7% | -27.0% |
| 10Y | +186.8% | +460.4% | -273.6% | +13.9% |
| All | +1,004.9% | +1,004.6% | +0.3% | +236.3% |
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