+70.4%
QCOM vs MKSI
+191.6%
-121.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +0.9% |
| 7D | +4.4% | +6.6% | -2.3% | +1.5% |
| 30D | +9.4% | -8.2% | +17.6% | +12.9% |
| 3M | -13.7% | -16.4% | +2.7% | -9.0% |
| 6M | +28.9% | +23.0% | +5.9% | +15.3% |
| YTD | +4.7% | +68.2% | -63.4% | -20.2% |
| 1Y | +13.5% | +148.6% | -135.1% | -29.5% |
| All | +70.4% | +191.6% | -121.2% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling