+2.6%
QCOM vs MSTU
-89.5%
+92.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.6% |
| 7D | +0.4% | -4.3% | +4.6% | +0.7% |
| 30D | -6.6% | -34.6% | +28.0% | -3.9% |
| 3M | +3.7% | +39.0% | -35.3% | -1.3% |
| 6M | -13.3% | -70.5% | +57.2% | -8.7% |
| YTD | -1.8% | -68.6% | +66.8% | -0.4% |
| 1Y | -2.5% | -88.6% | +86.1% | +5.8% |
| All | +2.6% | -89.5% | +92.1% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling