+230.9%
QCOM vs MA
+562.8%
-331.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | +5.8% | -0.3% | +6.1% | +6.2% |
| 30D | -2.3% | +11.3% | -13.6% | -8.2% |
| 3M | +2.7% | +16.7% | -14.0% | -6.4% |
| 6M | -21.0% | +32.8% | -53.8% | -34.4% |
| YTD | +1.8% | +15.6% | -13.8% | -8.7% |
| 1Y | +2.4% | +19.6% | -17.1% | -10.2% |
| 3Y | +52.1% | +72.1% | -20.0% | +5.0% |
| 5Y | +14.6% | +96.0% | -81.4% | -27.1% |
| 10Y | +230.9% | +554.8% | -323.9% | +2.9% |
| All | +230.9% | +562.8% | -331.9% | +2.9% |
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