+242.6%
QCOM vs MSI
+664.3%
-421.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +4.3% | +3.2% | +1.0% | +2.7% |
| 30D | -0.1% | +17.6% | -17.7% | -8.1% |
| 3M | +5.2% | +14.5% | -9.3% | -2.1% |
| 6M | -18.4% | +34.3% | -52.6% | -30.5% |
| YTD | +2.4% | +39.7% | -37.3% | -16.3% |
| 1Y | +0.9% | +40.2% | -39.3% | -17.8% |
| 3Y | +48.4% | +77.1% | -28.8% | +3.2% |
| 5Y | +16.6% | +124.0% | -107.5% | -30.1% |
| All | +242.6% | +664.3% | -421.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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