+50,186.6%
QCOM vs MSI
+3,788.1%
+46,398.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +3.3% | -3.7% | +7.0% | +5.1% |
| 30D | +7.7% | +6.8% | +0.9% | +4.1% |
| 3M | -30.1% | +14.3% | -44.4% | -34.8% |
| 6M | +22.8% | -1.6% | +24.4% | +21.6% |
| YTD | +0.2% | +22.8% | -22.6% | -11.1% |
| 1Y | +7.9% | -1.1% | +9.0% | +5.6% |
| 3Y | +55.8% | +70.5% | -14.6% | +16.5% |
| 5Y | +30.1% | +102.8% | -72.7% | -10.3% |
| 10Y | +248.9% | +597.4% | -348.5% | +30.9% |
| All | +50,186.6% | +3,788.1% | +46,398.5% | +3,846.7% |
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 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