+216.5%
QCOM vs MSI
+676.2%
-459.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.8% |
| 7D | +0.4% | +4.7% | -4.3% | -2.1% |
| 30D | -6.6% | +14.8% | -21.4% | -13.0% |
| 3M | +3.7% | +8.8% | -5.1% | -1.1% |
| 6M | -13.3% | +19.3% | -32.6% | -22.3% |
| YTD | -1.8% | +35.3% | -37.1% | -18.5% |
| 1Y | -2.5% | +33.8% | -36.3% | -18.7% |
| 3Y | +47.0% | +74.4% | -27.5% | +2.9% |
| 5Y | +13.1% | +120.5% | -107.4% | -31.6% |
| All | +216.5% | +676.2% | -459.7% | -3.4% |
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