+108.6%
ASML vs MGY
+89.2%
+19.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.5% |
| 7D | +1.1% | +2.1% | -1.0% | +0.6% |
| 30D | +2.2% | +13.8% | -11.6% | -1.1% |
| 3M | -2.3% | -4.3% | +2.0% | -1.8% |
| 6M | +23.0% | -5.1% | +28.0% | +22.3% |
| YTD | +61.1% | +24.8% | +36.3% | +47.2% |
| 1Y | +129.1% | +11.8% | +117.3% | +115.3% |
| 3Y | +165.4% | +23.5% | +141.8% | +137.4% |
| All | +108.6% | +89.2% | +19.4% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling