+19.7%
QCOM vs MSI
+127.9%
-108.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.1% |
| 7D | +2.0% | +7.7% | -5.7% | -1.7% |
| 30D | +1.2% | +19.9% | -18.7% | -7.3% |
| 3M | +9.1% | +14.9% | -5.8% | +1.8% |
| 6M | -25.0% | +37.2% | -62.2% | -36.4% |
| YTD | +4.8% | +40.8% | -35.9% | -15.0% |
| 1Y | +3.6% | +38.1% | -34.5% | -15.0% |
| 3Y | +51.5% | +77.7% | -26.2% | -1.2% |
| 5Y | +19.7% | +129.0% | -109.3% | -38.5% |
| All | +19.7% | +127.9% | -108.2% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling