+144.3%
ASML vs MGY
+15.0%
+129.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.2% | +10.4% | +6.9% |
| 7D | -0.8% | -9.5% | +8.7% | +0.8% |
| 30D | -14.9% | -5.9% | -9.0% | -14.1% |
| 3M | -13.0% | -9.0% | -4.0% | -12.1% |
| 6M | -4.7% | -17.4% | +12.7% | -2.2% |
| YTD | +42.3% | +5.6% | +36.7% | +30.9% |
| 1Y | +49.7% | +6.0% | +43.8% | +37.1% |
| 3Y | +144.3% | +15.6% | +128.7% | +111.7% |
| All | +144.3% | +15.0% | +129.3% | +111.7% |
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