+2.0%
QCOM vs MSTU
-90.3%
+92.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.1% | +8.7% | +4.1% |
| 7D | +5.8% | -9.3% | +15.1% | +6.7% |
| 30D | -2.3% | -38.3% | +36.0% | +1.0% |
| 3M | +2.7% | +24.0% | -21.3% | -1.2% |
| 6M | -21.0% | -72.1% | +51.1% | -15.8% |
| YTD | +1.8% | -70.2% | +72.0% | +4.9% |
| All | +2.0% | -90.3% | +92.3% | +11.1% |
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