+51,512.8%
QCOM vs MAS
+1,963.3%
+49,549.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.6% | -0.3% | +3.5% |
| 7D | -5.3% | +14.2% | -19.5% | -9.5% |
| 30D | -4.2% | +26.8% | -31.0% | -11.7% |
| 3M | +7.0% | +13.1% | -6.1% | +2.4% |
| 6M | +3.8% | +27.9% | -24.1% | -5.1% |
| YTD | +2.8% | +38.7% | -35.8% | -9.3% |
| 1Y | +2.3% | +40.4% | -38.1% | -10.2% |
| 3Y | +54.4% | +66.1% | -11.7% | +27.4% |
| 5Y | +23.7% | +47.4% | -23.7% | +5.8% |
| 10Y | +240.0% | +238.3% | +1.6% | +124.1% |
| All | +51,512.8% | +1,963.3% | +49,549.5% | +18,992.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling