+242.6%
QCOM vs MKSI
+345.2%
-102.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.4% |
| 7D | +4.3% | +12.2% | -7.9% | -1.6% |
| 30D | -0.1% | -8.0% | +8.0% | +3.4% |
| 3M | +5.2% | -29.5% | +34.8% | +22.1% |
| 6M | -18.4% | -31.9% | +13.6% | -5.7% |
| YTD | +2.4% | +35.3% | -32.9% | -18.3% |
| 1Y | +0.9% | +50.3% | -49.4% | -23.9% |
| 3Y | +48.4% | +216.4% | -168.0% | -30.7% |
| 5Y | +16.6% | +34.4% | -17.9% | -18.1% |
| All | +242.6% | +345.2% | -102.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling