+53.9%
QCOM vs MAS
+67.0%
-13.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.6% | -0.3% | +3.1% |
| 7D | -5.3% | +14.2% | -19.5% | -10.4% |
| 30D | -4.2% | +26.8% | -31.0% | -13.3% |
| 3M | +7.0% | +13.1% | -6.1% | +1.4% |
| 6M | +3.8% | +27.9% | -24.1% | -7.6% |
| YTD | +2.8% | +38.7% | -35.8% | -13.5% |
| 1Y | +2.3% | +40.4% | -38.1% | -14.6% |
| All | +53.9% | +67.0% | -13.1% | +21.2% |
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