+1,557.1%
ASML vs MRSH
+261.5%
+1,295.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | +4.9% | +1.4% | +3.5% | +4.2% |
| 30D | -9.3% | +16.5% | -25.7% | -16.8% |
| 3M | -19.0% | +10.8% | -29.7% | -24.1% |
| 6M | -5.2% | +32.1% | -37.3% | -21.9% |
| YTD | +40.6% | +14.5% | +26.2% | +24.0% |
| 1Y | +47.5% | +15.5% | +32.0% | +29.0% |
| 3Y | +133.9% | +9.3% | +124.5% | +101.1% |
| 5Y | +83.8% | +35.1% | +48.7% | +32.2% |
| All | +1,557.1% | +261.5% | +1,295.6% | +478.2% |
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