+23.7%
QCOM vs MAS
+48.4%
-24.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.6% | -0.3% | +2.4% |
| 7D | -5.3% | +14.2% | -19.5% | -11.7% |
| 30D | -4.2% | +26.8% | -31.0% | -15.7% |
| 3M | +7.0% | +13.1% | -6.1% | -0.2% |
| 6M | +3.8% | +27.9% | -24.1% | -10.4% |
| YTD | +2.8% | +38.7% | -35.8% | -17.0% |
| 1Y | +2.3% | +40.4% | -38.1% | -18.2% |
| 3Y | +54.4% | +66.1% | -11.7% | +6.6% |
| 5Y | +23.7% | +47.4% | -23.7% | -3.9% |
| All | +23.7% | +48.4% | -24.7% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling