+51,512.8%
QCOM vs MOS
+36.6%
+51,476.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +17.4% | -12.0% | +1.3% |
| 7D | -5.3% | +17.9% | -23.3% | -9.2% |
| 30D | -4.2% | +1.6% | -5.8% | -4.9% |
| 3M | +7.0% | -4.0% | +11.0% | +7.4% |
| 6M | +3.8% | -4.1% | +7.9% | +3.9% |
| YTD | +2.8% | -7.8% | +10.6% | +2.7% |
| 1Y | +2.3% | -15.6% | +17.9% | +4.0% |
| 3Y | +54.4% | -28.9% | +83.3% | +60.1% |
| 5Y | +23.7% | -36.8% | +60.5% | +27.6% |
| 10Y | +240.0% | +6.7% | +233.3% | +179.6% |
| All | +51,512.8% | +36.6% | +51,476.2% | +34,255.4% |
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