+39.3%
QCOM vs MTSI
+153.8%
-114.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -18.4% | +8.9% | -2.4% |
| 7D | -15.5% | -24.6% | +9.1% | -5.9% |
| 30D | -13.4% | -45.7% | +32.3% | +8.2% |
| 3M | 0.0% | -27.7% | +27.8% | +8.9% |
| 6M | -15.2% | -37.3% | +22.1% | -1.5% |
| YTD | -6.9% | +11.1% | -18.1% | -17.0% |
| 1Y | -11.0% | +27.2% | -38.1% | -26.6% |
| All | +39.3% | +153.8% | -114.5% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling