+108.6%
ASML vs MKSI
+81.2%
+27.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +1.6% |
| 7D | +1.1% | +1.8% | -0.7% | 0.0% |
| 30D | +2.2% | -16.8% | +19.0% | +13.4% |
| 3M | -2.3% | -21.1% | +18.8% | +10.1% |
| 6M | +23.0% | +10.8% | +12.1% | +11.6% |
| YTD | +61.1% | +63.3% | -2.3% | +14.2% |
| 1Y | +129.1% | +157.0% | -27.9% | +19.5% |
| 3Y | +165.4% | +163.7% | +1.6% | +26.6% |
| All | +108.6% | +81.2% | +27.3% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling