+62.1%
MSTR vs QCOM
+11.3%
+50.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.5% | +0.2% | -2.0% |
| 7D | -8.7% | -15.5% | +6.8% | +3.8% |
| 30D | -21.4% | -13.4% | -8.0% | -12.0% |
| 3M | +31.4% | 0.0% | +31.4% | +28.4% |
| 6M | -30.8% | -15.2% | -15.6% | -30.0% |
| YTD | -14.9% | -6.9% | -8.0% | -23.3% |
| 1Y | -49.3% | -11.0% | -38.3% | -52.4% |
| 3Y | +184.8% | +39.8% | +145.1% | +56.4% |
| 5Y | +62.1% | +7.2% | +54.9% | +23.4% |
| All | +62.1% | +11.3% | +50.9% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling