+199.9%
QCOM vs MS
+620.1%
-420.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.9% | -3.5% | -6.1% |
| 7D | -15.5% | -3.4% | -12.1% | -13.5% |
| 30D | -13.4% | -3.9% | -9.5% | -11.2% |
| 3M | 0.0% | -15.9% | +16.0% | +10.3% |
| 6M | -15.2% | -2.5% | -12.7% | -13.7% |
| YTD | -6.9% | +5.1% | -12.0% | -9.6% |
| 1Y | -11.0% | +13.0% | -23.9% | -16.9% |
| 3Y | +39.8% | +160.7% | -120.9% | -18.9% |
| 5Y | +7.2% | +114.0% | -106.8% | -31.6% |
| All | +199.9% | +620.1% | -420.2% | +18.9% |
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