+216.5%
QCOM vs MA
+561.7%
-345.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.8% |
| 7D | +0.4% | +2.3% | -1.9% | -0.9% |
| 30D | -6.6% | +14.7% | -21.3% | -13.8% |
| 3M | +3.7% | +13.5% | -9.8% | -4.1% |
| 6M | -13.3% | +33.1% | -46.4% | -28.1% |
| YTD | -1.8% | +15.1% | -16.9% | -11.7% |
| 1Y | -2.5% | +18.7% | -21.2% | -14.2% |
| 3Y | +47.0% | +72.1% | -25.1% | +1.4% |
| 5Y | +13.1% | +92.8% | -79.7% | -27.4% |
| All | +216.5% | +561.7% | -345.2% | -1.2% |
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