+10,061.9%
ASML vs MKSI
+1,570.5%
+8,491.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.7% | -3.7% | +0.3% |
| 7D | -9.0% | -4.8% | -4.2% | -6.5% |
| 30D | -21.0% | -29.6% | +8.6% | -4.7% |
| 3M | -16.3% | -33.9% | +17.6% | +3.9% |
| 6M | -7.5% | -34.4% | +26.9% | +13.4% |
| YTD | +34.0% | +20.6% | +13.3% | +17.3% |
| 1Y | +39.3% | +24.4% | +14.9% | +19.7% |
| 3Y | +128.9% | +189.2% | -60.4% | +16.8% |
| 5Y | +76.1% | +24.5% | +51.5% | +38.2% |
| 10Y | +1,428.4% | +327.6% | +1,100.8% | +482.9% |
| All | +10,061.9% | +1,570.5% | +8,491.4% | +1,611.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling