+10.9%
QCOM vs MSTZ
-24.0%
+34.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.2% | -5.0% | +3.8% |
| 7D | +5.1% | -25.4% | +30.4% | +3.2% |
| 30D | +4.3% | -60.9% | +65.1% | -2.2% |
| 3M | -19.6% | -54.2% | +34.6% | -21.3% |
| 6M | +29.5% | -65.0% | +94.5% | +27.5% |
| YTD | +3.4% | -76.5% | +79.9% | +3.4% |
| 1Y | +10.9% | -23.4% | +34.3% | +36.2% |
| All | +10.9% | -24.0% | +34.9% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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