+30.8%
ASML vs MAS
+37.4%
-6.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.4% | -5.9% | -8.5% |
| 7D | -19.0% | +4.6% | -23.6% | -19.9% |
| 30D | -25.9% | +19.9% | -45.8% | -29.5% |
| 3M | -19.1% | +8.9% | -27.9% | -20.8% |
| 6M | -5.7% | +20.2% | -25.9% | -11.9% |
| YTD | +27.6% | +33.9% | -6.3% | +13.0% |
| 1Y | +30.8% | +34.7% | -3.9% | +15.7% |
| All | +30.8% | +37.4% | -6.6% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling