+122.8%
ASML vs MAGS
+180.2%
-57.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.1% |
| 7D | -9.0% | -1.4% | -7.6% | -7.7% |
| 30D | -21.0% | -8.4% | -12.6% | -14.3% |
| 3M | -16.3% | -1.5% | -14.8% | -15.3% |
| 6M | -7.5% | -1.4% | -6.2% | -6.8% |
| YTD | +34.0% | +2.4% | +31.6% | +30.7% |
| 1Y | +39.3% | +3.5% | +35.8% | +34.5% |
| 3Y | +128.9% | +125.3% | +3.6% | +9.9% |
| All | +122.8% | +180.2% | -57.4% | -11.1% |
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