-25.0%
QCOM vs MSI
+38.2%
-63.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.9% |
| 7D | +2.0% | +7.7% | -5.7% | +2.7% |
| 30D | +1.2% | +19.9% | -18.7% | +2.2% |
| 3M | +9.1% | +14.9% | -5.8% | +9.7% |
| 6M | -25.0% | +37.2% | -62.2% | -22.7% |
| All | -25.0% | +38.2% | -63.2% | -22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling