+52.1%
QCOM vs MA
+70.8%
-18.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | +5.8% | -0.3% | +6.1% | +6.0% |
| 30D | -2.3% | +11.3% | -13.6% | -5.1% |
| 3M | +2.7% | +16.7% | -14.0% | -1.7% |
| 6M | -21.0% | +32.8% | -53.8% | -28.5% |
| YTD | +1.8% | +15.6% | -13.8% | -0.6% |
| 1Y | +2.4% | +19.6% | -17.1% | -2.3% |
| 3Y | +52.1% | +72.1% | -20.0% | +17.0% |
| All | +52.1% | +70.8% | -18.6% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling