+1,644.6%
ASML vs MAS
+137.9%
+1,506.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.2% |
| 7D | +1.1% | -0.8% | +1.9% | +1.5% |
| 30D | +2.2% | -5.6% | +7.7% | +5.2% |
| 3M | -2.3% | +4.4% | -6.7% | -5.9% |
| 6M | +23.0% | +7.2% | +15.8% | +16.0% |
| YTD | +61.1% | +16.1% | +45.0% | +43.7% |
| 1Y | +129.1% | +0.1% | +129.0% | +121.3% |
| 3Y | +165.4% | +28.3% | +137.1% | +114.8% |
| 5Y | +109.5% | +30.5% | +79.0% | +65.7% |
| All | +1,644.6% | +137.9% | +1,506.7% | +901.1% |
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