+3.8%
QCOM vs MOS
-4.7%
+8.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +17.4% | -12.0% | +0.3% |
| 7D | -5.3% | +17.9% | -23.3% | -10.1% |
| 30D | -4.2% | +1.6% | -5.8% | -4.8% |
| 3M | +7.0% | -4.0% | +11.0% | +8.2% |
| 6M | +3.8% | -4.1% | +7.9% | +2.9% |
| All | +3.8% | -4.7% | +8.5% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling