+27,966.9%
QCOM vs MS
+6,088.6%
+21,878.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | +1.4% | +2.0% | +2.8% |
| 30D | +7.7% | -0.3% | +8.0% | +7.7% |
| 3M | -30.1% | +0.3% | -30.4% | -30.0% |
| 6M | +22.8% | +31.3% | -8.5% | +11.4% |
| YTD | +0.2% | +24.7% | -24.5% | -7.6% |
| 1Y | +7.9% | +47.9% | -40.1% | -6.5% |
| 3Y | +55.8% | +178.3% | -122.5% | +7.1% |
| 5Y | +30.1% | +144.9% | -114.8% | -6.5% |
| 10Y | +248.9% | +804.5% | -555.6% | +55.9% |
| All | +27,966.9% | +6,088.6% | +21,878.4% | +2,719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling