+10,627.4%
ASML vs MKTX
+1,467.9%
+9,159.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | -14.9% | +0.7% | -15.6% | -15.0% |
| 3M | -13.0% | +2.4% | -15.4% | -13.5% |
| 6M | -4.7% | +13.5% | -18.2% | -9.0% |
| YTD | +42.3% | -7.2% | +49.6% | +42.2% |
| 1Y | +49.7% | +1.0% | +48.8% | +45.9% |
| 3Y | +144.3% | -23.7% | +168.0% | +146.5% |
| 5Y | +86.4% | -54.4% | +140.7% | +113.7% |
| 10Y | +1,504.8% | +13.2% | +1,491.6% | +1,289.2% |
| All | +10,627.4% | +1,467.9% | +9,159.5% | +3,744.3% |
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