+1,395.4%
ASML vs M
-4.2%
+1,399.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.6% | +9.6% | +5.8% |
| 7D | -9.0% | -4.3% | -4.7% | -8.4% |
| 30D | -21.0% | +1.3% | -22.2% | -21.3% |
| 3M | -16.3% | -7.4% | -8.9% | -15.4% |
| 6M | -7.5% | +18.3% | -25.9% | -11.0% |
| YTD | +34.0% | +7.6% | +26.4% | +30.9% |
| 1Y | +39.3% | +17.4% | +21.9% | +33.7% |
| 3Y | +128.9% | +108.4% | +20.5% | +92.6% |
| 5Y | +76.1% | -10.6% | +86.7% | +63.3% |
| All | +1,395.4% | -4.2% | +1,399.6% | +1,136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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