+67.7%
ASML vs MA
+97.3%
-29.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.5% | -6.8% | -7.9% |
| 7D | -19.0% | +3.2% | -22.2% | -20.7% |
| 30D | -25.9% | +15.9% | -41.9% | -32.6% |
| 3M | -19.1% | +15.2% | -34.2% | -26.4% |
| 6M | -5.7% | +32.4% | -38.1% | -23.1% |
| YTD | +27.6% | +15.6% | +11.9% | +13.8% |
| 1Y | +30.8% | +19.3% | +11.5% | +13.4% |
| 3Y | +116.2% | +73.0% | +43.3% | +28.1% |
| 5Y | +67.7% | +93.7% | -26.1% | -11.0% |
| All | +67.7% | +97.3% | -29.7% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling