+1,504.8%
ASML vs MCO
+463.1%
+1,041.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.5% |
| 7D | -0.8% | +1.0% | -1.8% | -1.6% |
| 30D | -14.9% | +10.1% | -25.0% | -20.5% |
| 3M | -13.0% | +7.2% | -20.2% | -17.9% |
| 6M | -4.7% | +13.8% | -18.5% | -15.5% |
| YTD | +42.3% | +0.7% | +41.6% | +35.3% |
| 1Y | +49.7% | +5.6% | +44.1% | +37.0% |
| 3Y | +144.3% | +54.1% | +90.2% | +61.9% |
| 5Y | +86.4% | +36.0% | +50.4% | +34.2% |
| 10Y | +1,504.8% | +457.5% | +1,047.3% | +420.4% |
| All | +1,504.8% | +463.1% | +1,041.7% | +420.4% |
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