+1,553.7%
ASML vs MRSH
+262.4%
+1,291.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -1.0% |
| 7D | -2.9% | +1.6% | -4.5% | -3.8% |
| 30D | -15.2% | +17.7% | -32.9% | -22.8% |
| 3M | -12.9% | +9.1% | -22.0% | -17.8% |
| 6M | -5.0% | +28.2% | -33.3% | -20.4% |
| YTD | +41.8% | +14.0% | +27.8% | +25.3% |
| 1Y | +46.0% | +18.7% | +27.3% | +25.0% |
| 3Y | +133.5% | +8.7% | +124.7% | +101.4% |
| 5Y | +93.0% | +35.8% | +57.2% | +38.1% |
| All | +1,553.7% | +262.4% | +1,291.3% | +476.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling