+1,171.1%
ASML vs MGY
+153.6%
+1,017.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.2% | +10.4% | +7.1% |
| 7D | -0.8% | -9.5% | +8.7% | +1.2% |
| 30D | -14.9% | -5.9% | -9.0% | -13.9% |
| 3M | -13.0% | -9.0% | -4.0% | -11.7% |
| 6M | -4.7% | -17.4% | +12.7% | -1.7% |
| YTD | +42.3% | +5.6% | +36.7% | +36.7% |
| 1Y | +49.7% | +6.0% | +43.8% | +43.4% |
| 3Y | +144.3% | +15.6% | +128.7% | +126.5% |
| 5Y | +86.4% | +20.2% | +66.1% | +67.4% |
| All | +1,171.1% | +153.6% | +1,017.6% | +871.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling