+38.9%
QCOM vs MKSI
+90.4%
-51.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +0.8% |
| 7D | +4.4% | +6.6% | -2.3% | +1.0% |
| 30D | +9.4% | -8.2% | +17.6% | +13.4% |
| 3M | -13.7% | -16.4% | +2.7% | -8.5% |
| 6M | +28.9% | +23.0% | +5.9% | +11.7% |
| YTD | +4.7% | +68.2% | -63.4% | -25.0% |
| 1Y | +13.5% | +148.6% | -135.1% | -36.0% |
| 3Y | +77.1% | +196.0% | -118.9% | -18.1% |
| 5Y | +38.9% | +87.4% | -48.5% | -11.4% |
| All | +38.9% | +90.4% | -51.5% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling