+288.8%
QCOM vs MTSI
+1,120.6%
-831.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.6% |
| 7D | -5.3% | -10.7% | +5.3% | -2.1% |
| 30D | -4.2% | -29.0% | +24.8% | +5.2% |
| 3M | +7.0% | -14.7% | +21.7% | +9.7% |
| 6M | +3.8% | -20.1% | +23.9% | +8.6% |
| YTD | +2.8% | +36.1% | -33.3% | -9.7% |
| 1Y | +2.3% | +61.7% | -59.5% | -15.2% |
| 3Y | +54.4% | +210.7% | -156.3% | +4.5% |
| 5Y | +23.7% | +212.8% | -189.2% | -17.3% |
| 10Y | +240.0% | +519.2% | -279.2% | +73.3% |
| All | +288.8% | +1,120.6% | -831.8% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling