+1,582.8%
ASML vs MAR
+541.3%
+1,041.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +2.5% | +1.0% | +1.5% | +2.1% |
| 30D | -12.2% | +16.2% | -28.4% | -18.7% |
| 3M | -14.6% | +23.1% | -37.7% | -23.3% |
| 6M | -1.7% | +22.0% | -23.7% | -12.2% |
| YTD | +44.3% | +39.2% | +5.1% | +20.4% |
| 1Y | +51.0% | +48.3% | +2.7% | +21.7% |
| 3Y | +137.6% | +123.4% | +14.2% | +54.2% |
| 5Y | +92.7% | +185.4% | -92.6% | +11.2% |
| 10Y | +1,582.8% | +539.2% | +1,043.6% | +671.8% |
| All | +1,582.8% | +541.3% | +1,041.5% | +671.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling