+45.2%
ASML vs MAGS
+3.4%
+41.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +10.4% | +3.0% | +7.3% | +7.5% |
| 30D | -12.7% | -7.3% | -5.4% | -6.5% |
| 3M | -17.2% | +1.7% | -18.9% | -18.4% |
| 6M | -1.3% | -0.4% | -0.9% | 0.0% |
| YTD | +40.8% | +4.4% | +36.4% | +34.7% |
| 1Y | +45.2% | +5.1% | +40.1% | +38.1% |
| All | +45.2% | +3.4% | +41.8% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling