+48.4%
QCOM vs MAGS
+122.1%
-73.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | +4.3% | +1.7% | +2.6% | +2.8% |
| 30D | -0.1% | -5.8% | +5.7% | +5.5% |
| 3M | +5.2% | +0.2% | +5.0% | +5.7% |
| 6M | -18.4% | -2.7% | -15.7% | -15.9% |
| YTD | +2.4% | +4.1% | -1.7% | -0.2% |
| 1Y | +0.9% | +7.5% | -6.6% | -4.3% |
| 3Y | +48.4% | +122.0% | -73.7% | -14.5% |
| All | +48.4% | +122.1% | -73.7% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling