+129.1%
ASML vs MAS
+1.6%
+127.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.6% |
| 7D | +1.1% | -0.8% | +1.9% | +1.3% |
| 30D | +2.2% | -5.6% | +7.7% | +3.9% |
| 3M | -2.3% | +4.4% | -6.7% | -4.8% |
| 6M | +23.0% | +7.2% | +15.8% | +15.5% |
| YTD | +61.1% | +16.1% | +45.0% | +48.5% |
| 1Y | +129.1% | +0.1% | +129.0% | +123.9% |
| All | +129.1% | +1.6% | +127.5% | +123.9% |
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