+47.6%
QCOM vs MAGS
+188.2%
-140.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.2% |
| 7D | +3.3% | +0.5% | +2.8% | +2.8% |
| 30D | +7.7% | +1.5% | +6.2% | +6.4% |
| 3M | -30.1% | +0.5% | -30.5% | -30.3% |
| 6M | +22.8% | +11.6% | +11.3% | +12.4% |
| YTD | +0.2% | +5.3% | -5.1% | -3.9% |
| 1Y | +7.9% | +14.9% | -7.0% | -3.4% |
| 3Y | +55.8% | +128.9% | -73.1% | -15.6% |
| All | +47.6% | +188.2% | -140.6% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling