+11.2%
QCOM vs MS
+111.6%
-100.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.9% |
| 7D | +0.4% | -1.6% | +1.9% | +1.7% |
| 30D | -6.6% | -3.8% | -2.8% | -4.0% |
| 3M | +3.7% | -14.6% | +18.3% | +14.9% |
| 6M | -13.3% | -5.1% | -8.2% | -10.1% |
| YTD | -1.8% | +4.5% | -6.3% | -4.8% |
| 1Y | -2.5% | +13.5% | -16.1% | -10.5% |
| 3Y | +47.0% | +160.4% | -113.4% | -24.6% |
| All | +11.2% | +111.6% | -100.4% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling