+9,430.2%
ASML vs MAR
+3,122.8%
+6,307.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.8% | -7.5% | -8.3% |
| 7D | -19.0% | +4.4% | -23.5% | -21.0% |
| 30D | -25.9% | +15.5% | -41.4% | -31.7% |
| 3M | -19.1% | +15.7% | -34.8% | -25.7% |
| 6M | -5.7% | +18.2% | -23.9% | -15.2% |
| YTD | +27.6% | +35.3% | -7.7% | +6.3% |
| 1Y | +30.8% | +48.6% | -17.9% | +3.0% |
| 3Y | +116.2% | +124.3% | -8.1% | +34.4% |
| 5Y | +67.7% | +159.7% | -92.0% | -4.4% |
| 10Y | +1,355.3% | +555.2% | +800.1% | +335.6% |
| All | +9,430.2% | +3,122.8% | +6,307.5% | +738.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling