+736.9%
MSTR vs QCOM
+250.2%
+486.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +12.2% | +3.3% | +8.8% | +10.1% |
| 30D | +45.2% | +7.7% | +37.5% | +38.9% |
| 3M | +10.4% | -30.1% | +40.4% | +34.3% |
| 6M | -2.5% | +22.8% | -25.3% | -20.5% |
| YTD | -6.0% | +0.2% | -6.2% | -12.5% |
| 1Y | -56.4% | +7.9% | -64.3% | -61.4% |
| 3Y | +306.3% | +55.8% | +250.5% | +190.3% |
| 5Y | +100.5% | +30.1% | +70.4% | +67.0% |
| All | +736.9% | +250.2% | +486.7% | +447.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 10y: compounded portfolio wealth divided by compounded QCOM 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…
10y analysis · Full analysis span regression · 6 months rolling