+199.9%
QCOM vs MAS
+219.8%
-19.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.4% | -6.0% | -7.7% |
| 7D | -15.5% | +4.6% | -20.0% | -17.3% |
| 30D | -13.4% | +19.9% | -33.3% | -21.4% |
| 3M | 0.0% | +8.9% | -8.8% | -4.8% |
| 6M | -15.2% | +20.2% | -35.4% | -24.2% |
| YTD | -6.9% | +33.9% | -40.8% | -22.9% |
| 1Y | -11.0% | +34.7% | -45.6% | -26.6% |
| 3Y | +39.8% | +60.4% | -20.6% | +1.7% |
| 5Y | +7.2% | +43.5% | -36.3% | -18.4% |
| All | +199.9% | +219.8% | -19.9% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling