+2.4%
QCOM vs MA
+17.3%
-14.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.1% |
| 7D | +13.0% | -0.5% | +13.5% | +12.9% |
| 30D | +0.2% | +7.9% | -7.7% | +2.5% |
| 3M | +9.2% | +16.8% | -7.5% | +14.7% |
| 6M | -15.0% | +31.0% | -46.0% | -7.2% |
| YTD | +5.2% | +15.0% | -9.9% | +20.8% |
| 1Y | +2.4% | +17.0% | -14.7% | +16.8% |
| All | +2.4% | +17.3% | -14.9% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling