+45.9%
QCOM vs MSFU
+103.9%
-58.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +2.3% |
| 7D | +5.8% | +14.6% | -8.8% | +2.2% |
| 30D | -2.3% | +2.1% | -4.4% | -2.8% |
| 3M | +2.7% | +14.7% | -12.0% | -1.0% |
| 6M | -21.0% | +55.7% | -76.7% | -31.0% |
| YTD | +1.8% | +7.1% | -5.3% | -1.6% |
| 1Y | +2.4% | -0.5% | +2.9% | +1.3% |
| 3Y | +52.1% | +35.7% | +16.4% | +23.8% |
| All | +45.9% | +103.9% | -58.0% | -7.4% |
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