+250.3%
QCOM vs MTSI
+514.0%
-263.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -1.1% |
| 7D | +3.3% | +1.4% | +1.9% | +2.8% |
| 30D | +7.7% | +2.1% | +5.6% | +5.9% |
| 3M | -30.1% | -29.7% | -0.3% | -21.9% |
| 6M | +22.8% | +12.5% | +10.3% | +16.3% |
| YTD | +0.2% | +57.0% | -56.8% | -16.6% |
| 1Y | +7.9% | +103.9% | -96.1% | -18.8% |
| 3Y | +55.8% | +223.6% | -167.7% | -1.8% |
| 5Y | +30.1% | +321.6% | -291.5% | -25.1% |
| All | +250.3% | +514.0% | -263.7% | +58.5% |
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