+4.7%
QCOM vs MSTZ
-99.3%
+103.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.3% |
| 7D | +3.3% | -29.7% | +33.0% | +1.3% |
| 30D | +7.7% | -65.3% | +73.0% | +0.9% |
| 3M | -30.1% | -57.3% | +27.3% | -31.9% |
| 6M | +22.8% | -61.6% | +84.5% | +21.1% |
| YTD | +0.2% | -78.3% | +78.5% | -1.8% |
| 1Y | +7.9% | -30.2% | +38.1% | +17.5% |
| All | +4.7% | -99.3% | +103.9% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling