+46.6%
ASML vs MKTX
-0.9%
+47.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -0.8% | +0.1% | -1.0% | -0.8% |
| 30D | -14.9% | +0.7% | -15.6% | -14.8% |
| 3M | -13.0% | +2.4% | -15.4% | -12.8% |
| 6M | -4.7% | +13.5% | -18.2% | -6.9% |
| YTD | +42.3% | -7.2% | +49.6% | +29.9% |
| All | +46.6% | -0.9% | +47.5% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling