+49,194.2%
QCOM vs MSI
+4,185.1%
+45,009.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | +0.4% | +4.7% | -4.3% | -2.0% |
| 30D | -6.6% | +14.8% | -21.4% | -12.7% |
| 3M | +3.7% | +8.8% | -5.1% | -0.8% |
| 6M | -13.3% | +19.3% | -32.6% | -21.7% |
| YTD | -1.8% | +35.3% | -37.1% | -17.0% |
| 1Y | -2.5% | +33.8% | -36.3% | -17.2% |
| 3Y | +47.0% | +74.4% | -27.5% | +8.7% |
| 5Y | +13.1% | +120.5% | -107.4% | -25.1% |
| 10Y | +224.7% | +685.2% | -460.5% | +15.0% |
| All | +49,194.2% | +4,185.1% | +45,009.1% | +3,585.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling