-47.1%
MSTR vs QCOM
+5.4%
-52.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.4% |
| 7D | -14.2% | +2.0% | -16.1% | -14.8% |
| 30D | -19.9% | +1.2% | -21.1% | -20.0% |
| 3M | +27.3% | +9.1% | +18.2% | +22.6% |
| 6M | -37.6% | -25.0% | -12.6% | -31.9% |
| YTD | -19.5% | +4.8% | -24.3% | -30.1% |
| 1Y | -47.1% | +3.6% | -50.7% | -54.0% |
| All | -47.1% | +5.4% | -52.5% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling