+115.6%
ASML vs MKTX
-61.3%
+176.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +2.9% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +1.4% | +1.0% | +0.4% | +1.2% |
| 3M | +1.0% | +41.3% | -40.2% | -5.6% |
| 6M | +37.0% | -11.3% | +48.3% | +40.2% |
| YTD | +65.8% | -8.6% | +74.3% | +68.1% |
| 1Y | +123.1% | -11.1% | +134.2% | +127.0% |
| 3Y | +188.2% | -24.5% | +212.7% | +187.5% |
| 5Y | +115.6% | -61.4% | +177.0% | +157.1% |
| All | +115.6% | -61.3% | +176.9% | +157.1% |
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 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