+46.1%
ASML vs MAR
+62.0%
-15.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -4.2% |
| 7D | -10.0% | +7.7% | -17.7% | -12.0% |
| 30D | -19.4% | +19.4% | -38.8% | -23.7% |
| 3M | -12.5% | +23.3% | -35.8% | -18.0% |
| 6M | +8.2% | +22.8% | -14.6% | -0.4% |
| YTD | +40.7% | +37.8% | +3.0% | +25.6% |
| 1Y | +46.1% | +57.4% | -11.2% | +30.8% |
| All | +46.1% | +62.0% | -15.9% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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