+108.6%
ASML vs MAR
+165.1%
-56.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.1% |
| 7D | +1.1% | -4.2% | +5.3% | +3.8% |
| 30D | +2.2% | -6.7% | +8.9% | +6.6% |
| 3M | -2.3% | -12.5% | +10.2% | +5.3% |
| 6M | +23.0% | +0.6% | +22.4% | +20.9% |
| YTD | +61.1% | +9.1% | +51.9% | +48.9% |
| 1Y | +129.1% | +26.2% | +102.9% | +89.7% |
| 3Y | +165.4% | +68.2% | +97.2% | +74.8% |
| All | +108.6% | +165.1% | -56.5% | +5.4% |
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