-15.0%
QCOM vs MKSI
-29.1%
+14.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.1% |
| 7D | +13.0% | +25.3% | -12.3% | +2.8% |
| 30D | +0.2% | -10.5% | +10.7% | +3.6% |
| 3M | +9.2% | -27.7% | +37.0% | +22.3% |
| 6M | -15.0% | -28.8% | +13.8% | -14.9% |
| All | -15.0% | -29.1% | +14.1% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling