+10.9%
QCOM vs MSI
-2.0%
+12.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.0% |
| 7D | +5.1% | -5.8% | +10.8% | +4.3% |
| 30D | +4.3% | -1.0% | +5.3% | +4.1% |
| 3M | -19.6% | +14.2% | -33.8% | -17.7% |
| 6M | +29.5% | +1.0% | +28.4% | +30.3% |
| YTD | +3.4% | +21.5% | -18.1% | +4.8% |
| 1Y | +10.9% | -2.1% | +13.0% | +10.6% |
| All | +10.9% | -2.0% | +12.9% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling