+50,186.6%
QCOM vs MOS
+61.9%
+50,124.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +3.3% | +9.5% | -6.2% | +1.1% |
| 30D | +7.7% | +10.4% | -2.7% | +5.0% |
| 3M | -30.1% | +12.9% | -42.9% | -32.2% |
| 6M | +22.8% | +1.2% | +21.6% | +20.9% |
| YTD | +0.2% | +9.3% | -9.1% | -3.5% |
| 1Y | +7.9% | -18.0% | +25.8% | +10.8% |
| 3Y | +55.8% | -29.0% | +84.9% | +62.1% |
| 5Y | +30.1% | -9.6% | +39.7% | +23.4% |
| 10Y | +248.9% | +6.1% | +242.8% | +187.7% |
| All | +50,186.6% | +61.9% | +50,124.7% | +32,198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling