+282.9%
QCOM vs MOH
+264.4%
+18.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.6% |
| 7D | +7.8% | +1.7% | +6.1% | +7.6% |
| 30D | +12.2% | -0.9% | +13.1% | +12.3% |
| 3M | -9.9% | +5.7% | -15.6% | -10.8% |
| 6M | +36.9% | +39.1% | -2.2% | +29.3% |
| YTD | +8.0% | +17.7% | -9.6% | +3.6% |
| 1Y | +15.0% | +8.4% | +6.6% | +11.1% |
| 3Y | +75.8% | -36.6% | +112.4% | +78.6% |
| 5Y | +42.2% | -19.1% | +61.3% | +35.3% |
| All | +282.9% | +264.4% | +18.5% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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