+54.3%
QCOM vs MAS
+29.0%
+25.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.7% |
| 7D | +3.3% | -0.8% | +4.1% | +3.6% |
| 30D | +7.7% | -5.6% | +13.3% | +10.3% |
| 3M | -30.1% | +4.4% | -34.5% | -32.1% |
| 6M | +22.8% | +7.2% | +15.6% | +17.1% |
| YTD | +0.2% | +16.1% | -15.9% | -9.0% |
| 1Y | +7.9% | +0.1% | +7.8% | +5.3% |
| All | +54.3% | +29.0% | +25.2% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling