+136.7%
ASML vs MAGS
+186.7%
-50.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +4.1% |
| 7D | -0.8% | +1.3% | -2.2% | -1.8% |
| 30D | -14.9% | -6.3% | -8.5% | -9.5% |
| 3M | -13.0% | -0.1% | -12.9% | -13.0% |
| 6M | -4.7% | -0.8% | -3.9% | -4.4% |
| YTD | +42.3% | +4.7% | +37.6% | +36.1% |
| 1Y | +49.7% | +6.8% | +42.9% | +40.8% |
| 3Y | +144.3% | +128.9% | +15.4% | +15.7% |
| All | +136.7% | +186.7% | -50.1% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling