+180.5%
MSTR vs QCOM
+46.9%
+133.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -3.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | -15.9% | -6.6% | -9.3% | -12.3% |
| 3M | +33.1% | +3.7% | +29.4% | +28.3% |
| 6M | -31.0% | -13.3% | -17.7% | -30.6% |
| YTD | -15.1% | -1.8% | -13.4% | -24.0% |
| 1Y | -45.6% | -2.5% | -43.1% | -51.2% |
| 3Y | +180.5% | +47.0% | +133.5% | +125.7% |
| All | +180.5% | +46.9% | +133.6% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling