+1,323.9%
ASML vs MAR
+545.5%
+778.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.8% | -7.5% | -8.4% |
| 7D | -19.0% | +4.4% | -23.5% | -20.8% |
| 30D | -25.9% | +15.5% | -41.4% | -31.2% |
| 3M | -19.1% | +15.7% | -34.8% | -25.0% |
| 6M | -5.7% | +18.2% | -23.9% | -14.3% |
| YTD | +27.6% | +35.3% | -7.7% | +8.0% |
| 1Y | +30.8% | +48.6% | -17.9% | +5.2% |
| 3Y | +116.2% | +124.3% | -8.1% | +40.2% |
| 5Y | +67.7% | +159.7% | -92.0% | +0.9% |
| All | +1,323.9% | +545.5% | +778.5% | +558.3% |
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