+1,767.1%
ASML vs MCO
+377.3%
+1,389.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.1% |
| 7D | +2.8% | -3.1% | +6.0% | +4.7% |
| 30D | -0.2% | -0.5% | +0.3% | -0.4% |
| 3M | -2.6% | +5.7% | -8.3% | -8.3% |
| 6M | +27.9% | +3.0% | +24.8% | +21.4% |
| YTD | +62.4% | -6.5% | +68.9% | +63.3% |
| 1Y | +116.2% | -5.8% | +122.0% | +113.5% |
| 3Y | +182.4% | +43.1% | +139.3% | +97.9% |
| 5Y | +112.4% | +29.5% | +82.9% | +59.4% |
| 10Y | +1,767.1% | +388.8% | +1,378.3% | +545.9% |
| All | +1,767.1% | +377.3% | +1,389.8% | +545.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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