+12,040.8%
ASML vs MKTX
+1,446.2%
+10,594.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +2.2% | +1.1% | +1.1% | +1.9% |
| 3M | -2.3% | +36.1% | -38.4% | -10.8% |
| 6M | +23.0% | -12.9% | +35.8% | +25.3% |
| YTD | +61.1% | -8.5% | +69.6% | +61.6% |
| 1Y | +129.1% | -7.5% | +136.7% | +127.8% |
| 3Y | +165.4% | -28.3% | +193.7% | +171.5% |
| 5Y | +109.5% | -63.3% | +172.8% | +154.3% |
| 10Y | +1,645.7% | +4.5% | +1,641.2% | +1,442.2% |
| All | +12,040.8% | +1,446.2% | +10,594.5% | +4,266.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling