+1,761.8%
ASML vs MKSI
+491.4%
+1,270.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.7% |
| 7D | +6.0% | +7.7% | -1.7% | +1.4% |
| 30D | +1.4% | -12.9% | +14.2% | +9.6% |
| 3M | +1.0% | -14.8% | +15.9% | +8.5% |
| 6M | +37.0% | +26.6% | +10.3% | +15.5% |
| YTD | +65.8% | +66.6% | -0.8% | +17.7% |
| 1Y | +123.1% | +144.6% | -21.4% | +23.1% |
| 3Y | +188.2% | +193.1% | -5.0% | +32.6% |
| 5Y | +115.6% | +88.6% | +27.0% | +26.3% |
| 10Y | +1,761.8% | +490.9% | +1,270.9% | +481.3% |
| All | +1,761.8% | +491.4% | +1,270.5% | +481.3% |
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