+51.0%
ASML vs MAR
+48.9%
+2.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +2.5% | +1.0% | +1.5% | +2.3% |
| 30D | -12.2% | +16.2% | -28.4% | -16.2% |
| 3M | -14.6% | +23.1% | -37.7% | -20.0% |
| 6M | -1.7% | +22.0% | -23.7% | -9.5% |
| YTD | +44.3% | +39.2% | +5.1% | +27.3% |
| 1Y | +51.0% | +48.3% | +2.7% | +31.7% |
| All | +51.0% | +48.9% | +2.1% | +31.7% |
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