+1,534.9%
ASML vs MKSI
+351.5%
+1,183.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.9% |
| 7D | -2.9% | +4.0% | -6.9% | -5.2% |
| 30D | -15.2% | -19.3% | +4.1% | -4.1% |
| 3M | -12.9% | -26.9% | +14.0% | +3.9% |
| 6M | -5.0% | -31.7% | +26.7% | +15.5% |
| YTD | +41.8% | +33.9% | +7.9% | +13.8% |
| 1Y | +46.0% | +34.9% | +11.1% | +16.3% |
| 3Y | +133.5% | +207.2% | -73.8% | +3.4% |
| 5Y | +93.0% | +41.1% | +51.9% | +33.2% |
| 10Y | +1,534.9% | +361.0% | +1,174.0% | +534.4% |
| All | +1,534.9% | +351.5% | +1,183.4% | +534.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling