+242.8%
QCOM vs MSI
+670.3%
-427.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +5.5% | +7.4% | -1.9% | +1.6% |
| 30D | -1.1% | +18.7% | -19.9% | -9.4% |
| 3M | +7.6% | +14.5% | -6.9% | +0.2% |
| 6M | -20.1% | +38.1% | -58.2% | -32.9% |
| YTD | +3.0% | +38.7% | -35.7% | -15.5% |
| 1Y | +3.2% | +35.4% | -32.2% | -14.3% |
| 3Y | +48.9% | +75.1% | -26.2% | +4.2% |
| 5Y | +21.1% | +126.4% | -105.3% | -27.8% |
| 10Y | +242.8% | +671.4% | -428.6% | +4.6% |
| All | +242.8% | +670.3% | -427.6% | +4.6% |
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