+8,887.6%
ASML vs MA
+15,793.6%
-6,906.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.3% | +4.7% |
| 7D | +1.1% | -2.7% | +3.8% | +2.4% |
| 30D | +2.2% | +1.5% | +0.7% | +1.2% |
| 3M | -2.3% | +20.4% | -22.7% | -11.7% |
| 6M | +23.0% | +11.1% | +11.8% | +14.8% |
| YTD | +61.1% | +2.0% | +59.1% | +56.2% |
| 1Y | +129.1% | -2.2% | +131.3% | +125.9% |
| 3Y | +165.4% | +41.9% | +123.5% | +115.2% |
| 5Y | +109.5% | +75.4% | +34.1% | +54.8% |
| 10Y | +1,645.7% | +527.5% | +1,118.2% | +645.0% |
| All | +8,887.6% | +15,793.6% | -6,906.0% | +1,334.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling