+1,124.1%
MSTR vs QCOM
+8,266.6%
-7,142.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.5% | +0.2% | -5.0% |
| 7D | -8.7% | -15.5% | +6.8% | -1.3% |
| 30D | -21.4% | -13.4% | -8.0% | -15.8% |
| 3M | +31.4% | 0.0% | +31.4% | +30.6% |
| 6M | -30.8% | -15.2% | -15.6% | -28.3% |
| YTD | -14.9% | -6.9% | -8.0% | -16.1% |
| 1Y | -49.3% | -11.0% | -38.3% | -49.0% |
| 3Y | +184.8% | +39.8% | +145.1% | +136.7% |
| 5Y | +62.1% | +7.2% | +54.9% | +58.5% |
| 10Y | +580.0% | +207.7% | +372.3% | +301.3% |
| All | +1,124.1% | +8,266.6% | -7,142.4% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling