+175.6%
ASML vs MGY
+21.8%
+153.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.4% |
| 7D | +1.1% | +2.1% | -1.0% | +0.7% |
| 30D | +2.2% | +13.8% | -11.6% | -0.3% |
| 3M | -2.3% | -4.3% | +2.0% | -1.7% |
| 6M | +23.0% | -5.1% | +28.0% | +21.8% |
| YTD | +61.1% | +24.8% | +36.3% | +45.6% |
| 1Y | +129.1% | +11.8% | +117.3% | +113.9% |
| All | +175.6% | +21.8% | +153.8% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling