+39.3%
QCOM vs MS
+159.2%
-120.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.9% | -3.5% | -5.8% |
| 7D | -15.5% | -3.4% | -12.1% | -13.3% |
| 30D | -13.4% | -3.9% | -9.5% | -11.0% |
| 3M | 0.0% | -15.9% | +16.0% | +11.2% |
| 6M | -15.2% | -2.5% | -12.7% | -13.4% |
| YTD | -6.9% | +5.1% | -12.0% | -9.4% |
| 1Y | -11.0% | +13.0% | -23.9% | -17.0% |
| All | +39.3% | +159.2% | -120.0% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling