+10.9%
QCOM vs MAGS
+13.9%
-3.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.6% |
| 7D | +5.1% | +1.2% | +3.8% | +3.9% |
| 30D | +4.3% | -0.1% | +4.4% | +4.3% |
| 3M | -19.6% | +3.8% | -23.4% | -21.8% |
| 6M | +29.5% | +13.2% | +16.2% | +18.9% |
| YTD | +3.4% | +4.7% | -1.3% | +2.2% |
| 1Y | +10.9% | +14.4% | -3.5% | +5.6% |
| All | +10.9% | +13.9% | -3.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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