+133.8%
ASML vs MAGS
+184.9%
-51.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +4.9% | +1.7% | +3.3% | +3.5% |
| 30D | -9.3% | -5.8% | -3.5% | -4.0% |
| 3M | -19.0% | +0.2% | -19.2% | -19.2% |
| 6M | -5.2% | -2.7% | -2.6% | -3.2% |
| YTD | +40.6% | +4.1% | +36.5% | +35.2% |
| 1Y | +47.5% | +7.5% | +40.0% | +37.9% |
| 3Y | +133.9% | +122.0% | +11.8% | +13.6% |
| All | +133.8% | +184.9% | -51.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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