+251.9%
QCOM vs MA
+558.8%
-306.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +1.0% |
| 7D | +13.0% | -0.5% | +13.5% | +13.3% |
| 30D | +0.2% | +7.9% | -7.7% | -4.2% |
| 3M | +9.2% | +16.8% | -7.5% | -0.5% |
| 6M | -15.0% | +31.0% | -46.0% | -28.8% |
| YTD | +5.2% | +15.0% | -9.9% | -5.4% |
| 1Y | +2.4% | +17.0% | -14.7% | -9.1% |
| 3Y | +52.0% | +68.5% | -16.5% | +6.3% |
| 5Y | +19.7% | +85.0% | -65.2% | -21.1% |
| All | +251.9% | +558.8% | -306.9% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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