+216.5%
QCOM vs MTSI
+448.7%
-232.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.8% | -5.3% | +1.8% |
| 7D | +0.4% | -10.0% | +10.4% | +3.6% |
| 30D | -6.6% | -37.2% | +30.6% | +8.1% |
| 3M | +3.7% | -30.1% | +33.7% | +14.0% |
| 6M | -13.3% | -31.9% | +18.6% | -4.2% |
| YTD | -1.8% | +23.2% | -25.0% | -13.1% |
| 1Y | -2.5% | +26.4% | -28.9% | -14.8% |
| 3Y | +47.0% | +186.2% | -139.2% | -5.3% |
| 5Y | +13.1% | +187.0% | -173.9% | -28.3% |
| All | +216.5% | +448.7% | -232.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling