+250.3%
QCOM vs MSI
+597.7%
-347.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +3.3% | -3.7% | +7.0% | +5.2% |
| 30D | +7.7% | +6.8% | +0.9% | +3.8% |
| 3M | -30.1% | +14.3% | -44.4% | -35.1% |
| 6M | +22.8% | -1.6% | +24.4% | +21.9% |
| YTD | +0.2% | +22.8% | -22.6% | -12.4% |
| 1Y | +7.9% | -1.1% | +9.0% | +5.8% |
| 3Y | +55.8% | +70.5% | -14.6% | +9.8% |
| 5Y | +30.1% | +102.8% | -72.7% | -17.8% |
| All | +250.3% | +597.7% | -347.4% | +28.6% |
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