+30.9%
QCOM vs MS
+145.3%
-114.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +3.3% | +1.4% | +2.0% | +2.4% |
| 30D | +7.7% | -0.3% | +8.0% | +7.7% |
| 3M | -30.1% | +0.3% | -30.4% | -30.1% |
| 6M | +22.8% | +31.3% | -8.5% | +3.6% |
| YTD | +0.2% | +24.7% | -24.5% | -13.2% |
| 1Y | +7.9% | +47.9% | -40.1% | -16.2% |
| 3Y | +55.8% | +178.3% | -122.5% | -21.1% |
| All | +30.9% | +145.3% | -114.4% | -33.2% |
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