+164.9%
ASML vs MA
+42.6%
+122.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.4% |
| 7D | +1.1% | -2.7% | +3.8% | +1.7% |
| 30D | +2.2% | +1.5% | +0.7% | +1.8% |
| 3M | -2.3% | +20.4% | -22.7% | -7.3% |
| 6M | +23.0% | +11.1% | +11.8% | +19.6% |
| YTD | +61.1% | +2.0% | +59.1% | +62.3% |
| 1Y | +129.1% | -2.2% | +131.3% | +135.3% |
| All | +164.9% | +42.6% | +122.3% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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