+86.4%
ASML vs MAR
+158.9%
-72.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.1% |
| 7D | -0.8% | +0.2% | -1.1% | -0.9% |
| 30D | -14.9% | +14.0% | -28.9% | -21.9% |
| 3M | -13.0% | +18.1% | -31.1% | -22.1% |
| 6M | -4.7% | +18.6% | -23.3% | -16.2% |
| YTD | +42.3% | +35.3% | +7.0% | +14.0% |
| 1Y | +49.7% | +44.5% | +5.2% | +14.1% |
| 3Y | +144.3% | +120.7% | +23.6% | +32.6% |
| 5Y | +86.4% | +164.1% | -77.7% | -13.3% |
| All | +86.4% | +158.9% | -72.6% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling