+199.9%
QCOM vs MOS
+8.5%
+191.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +3.3% | -12.8% | -10.3% |
| 7D | -15.5% | +22.5% | -37.9% | -20.0% |
| 30D | -13.4% | +6.6% | -20.1% | -15.2% |
| 3M | 0.0% | -3.8% | +3.9% | +0.3% |
| 6M | -15.2% | -2.2% | -13.0% | -15.7% |
| YTD | -6.9% | -4.8% | -2.2% | -8.1% |
| 1Y | -11.0% | -11.7% | +0.7% | -10.6% |
| 3Y | +39.8% | -26.5% | +66.3% | +43.5% |
| 5Y | +7.2% | -32.2% | +39.4% | +8.7% |
| All | +199.9% | +8.5% | +191.4% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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