+1,559.3%
ASML vs MKSI
+357.3%
+1,202.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.2% |
| 7D | +10.4% | +25.3% | -14.9% | -3.9% |
| 30D | -12.7% | -10.5% | -2.2% | -7.2% |
| 3M | -17.2% | -27.7% | +10.6% | -0.5% |
| 6M | -1.3% | -28.8% | +27.5% | +17.1% |
| YTD | +40.8% | +39.0% | +1.8% | +10.4% |
| 1Y | +45.2% | +45.2% | 0.0% | +10.5% |
| 3Y | +131.8% | +218.8% | -87.0% | +0.1% |
| 5Y | +84.0% | +38.1% | +45.9% | +28.3% |
| All | +1,559.3% | +357.3% | +1,202.0% | +503.8% |
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