+2.3%
QCOM vs MSTU
-88.0%
+90.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.3% | -5.0% | +4.5% |
| 7D | -5.3% | -4.8% | -0.5% | -5.0% |
| 30D | -4.2% | -29.6% | +25.4% | -2.2% |
| 3M | +7.0% | +69.4% | -62.3% | +0.2% |
| 6M | +3.8% | -62.2% | +66.0% | +8.3% |
| YTD | +2.8% | -61.1% | +63.9% | +3.9% |
| 1Y | +2.3% | -87.2% | +89.5% | +13.3% |
| All | +2.3% | -88.0% | +90.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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