+75.5%
ASML vs MKTX
-54.9%
+130.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | +0.2% | -9.2% | -9.0% |
| 30D | -21.0% | +0.9% | -21.8% | -21.1% |
| 3M | -16.3% | +2.3% | -18.6% | -16.6% |
| 6M | -7.5% | +12.4% | -19.9% | -9.7% |
| YTD | +34.0% | -7.3% | +41.3% | +35.5% |
| 1Y | +39.3% | +1.8% | +37.4% | +37.5% |
| 3Y | +128.9% | -21.2% | +150.0% | +125.5% |
| All | +75.5% | -54.9% | +130.3% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling