+133.9%
ASML vs MGY
+23.9%
+110.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.4% |
| 7D | +4.9% | +4.5% | +0.4% | +4.1% |
| 30D | -9.3% | -0.4% | -8.8% | -9.3% |
| 3M | -19.0% | -4.3% | -14.6% | -18.7% |
| 6M | -5.2% | -12.9% | +7.6% | -3.4% |
| YTD | +40.6% | +15.2% | +25.4% | +27.5% |
| 1Y | +47.5% | +10.3% | +37.2% | +35.6% |
| 3Y | +133.9% | +23.6% | +110.2% | +101.0% |
| All | +133.9% | +23.9% | +110.0% | +101.0% |
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