+25,972.6%
QCOM vs MS
+5,117.3%
+20,855.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.9% | -3.5% | -7.3% |
| 7D | -15.5% | -3.4% | -12.1% | -14.2% |
| 30D | -13.4% | -3.9% | -9.5% | -12.0% |
| 3M | 0.0% | -15.9% | +16.0% | +6.7% |
| 6M | -15.2% | -2.5% | -12.7% | -14.1% |
| YTD | -6.9% | +5.1% | -12.0% | -8.5% |
| 1Y | -11.0% | +13.0% | -23.9% | -14.7% |
| 3Y | +39.8% | +160.7% | -120.9% | -1.1% |
| 5Y | +7.2% | +114.0% | -106.8% | -18.7% |
| 10Y | +207.7% | +637.5% | -429.8% | +48.3% |
| All | +25,972.6% | +5,117.3% | +20,855.3% | +2,692.3% |
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