+242.6%
QCOM vs MS
+549.7%
-307.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.1% |
| 7D | +4.3% | +5.1% | -0.8% | +1.4% |
| 30D | -0.1% | +5.7% | -5.8% | -2.9% |
| 3M | +5.2% | -12.2% | +17.4% | +13.3% |
| 6M | -18.4% | -0.5% | -17.9% | -17.8% |
| YTD | +2.4% | +9.8% | -7.4% | -3.1% |
| 1Y | +0.9% | +17.7% | -16.8% | -8.2% |
| 3Y | +48.4% | +176.8% | -128.4% | -17.4% |
| 5Y | +16.6% | +123.7% | -107.1% | -27.9% |
| All | +242.6% | +549.7% | -307.1% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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