+554.5%
MSTR vs QCOM
+237.1%
+317.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -4.7% |
| 7D | -4.0% | +5.8% | -9.7% | -7.1% |
| 30D | -18.6% | -2.3% | -16.3% | -17.5% |
| 3M | +25.6% | +2.7% | +22.9% | +22.0% |
| 6M | -33.1% | -21.0% | -12.0% | -27.3% |
| YTD | -17.3% | +1.8% | -19.2% | -24.9% |
| 1Y | -48.1% | +2.4% | -50.5% | -53.1% |
| 3Y | +154.2% | +52.1% | +102.1% | +81.4% |
| 5Y | +46.2% | +14.6% | +31.6% | +25.0% |
| 10Y | +554.5% | +230.9% | +323.6% | +320.2% |
| All | +554.5% | +237.1% | +317.4% | +320.2% |
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