+1,505.1%
ASML vs MAS
+241.3%
+1,263.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.6% | -9.2% | -6.6% |
| 7D | -10.0% | +14.2% | -24.2% | -16.6% |
| 30D | -19.4% | +26.8% | -46.3% | -29.8% |
| 3M | -12.5% | +13.1% | -25.6% | -19.1% |
| 6M | +8.2% | +27.9% | -19.7% | -7.8% |
| YTD | +40.7% | +38.7% | +2.1% | +12.6% |
| 1Y | +46.1% | +40.4% | +5.8% | +15.8% |
| 3Y | +138.5% | +66.1% | +72.4% | +65.0% |
| 5Y | +84.2% | +47.4% | +36.7% | +34.5% |
| 10Y | +1,505.1% | +238.3% | +1,266.8% | +663.6% |
| All | +1,505.1% | +241.3% | +1,263.8% | +663.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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