+114.2%
ASML vs MKTX
-10.9%
+125.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | -6.2% | +0.8% | -7.0% | -6.1% |
| 3M | -2.6% | +41.1% | -43.7% | +5.8% |
| 6M | +22.4% | -9.5% | +32.0% | +8.8% |
| YTD | +58.5% | -8.7% | +67.2% | +40.1% |
| 1Y | +114.2% | -10.0% | +124.1% | +82.1% |
| All | +114.2% | -10.9% | +125.1% | +82.1% |
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