+11.8%
QCOM vs MOH
+2.9%
+8.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | +0.4% |
| 7D | +4.9% | -1.3% | +6.2% | +4.9% |
| 30D | +9.3% | +3.0% | +6.4% | +9.5% |
| 3M | -7.0% | +1.2% | -8.2% | -6.9% |
| 6M | +32.0% | +41.7% | -9.7% | +31.3% |
| YTD | +5.0% | +15.4% | -10.4% | +5.0% |
| All | +11.8% | +2.9% | +8.9% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling