+47.6%
QCOM vs MSFU
+95.0%
-47.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +2.3% |
| 7D | +5.5% | +4.0% | +1.5% | +4.5% |
| 30D | -1.1% | -2.3% | +1.2% | -0.5% |
| 3M | +7.6% | +7.1% | +0.5% | +5.5% |
| 6M | -20.1% | +48.9% | -69.0% | -29.4% |
| YTD | +3.0% | +2.4% | +0.6% | +0.7% |
| 1Y | +3.2% | -8.1% | +11.3% | +4.7% |
| 3Y | +48.9% | +25.2% | +23.7% | +24.5% |
| All | +47.6% | +95.0% | -47.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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