+23.0%
ASML vs MKSI
+9.9%
+13.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +1.7% |
| 7D | +1.1% | +1.8% | -0.7% | 0.0% |
| 30D | +2.2% | -16.8% | +19.0% | +13.1% |
| 3M | -2.3% | -21.1% | +18.8% | +9.2% |
| 6M | +23.0% | +10.8% | +12.1% | +7.7% |
| All | +23.0% | +9.9% | +13.0% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling