+123.1%
ASML vs MRSH
-9.1%
+132.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +1.0% |
| 7D | +6.0% | -3.8% | +9.8% | +3.3% |
| 30D | +1.4% | -5.8% | +7.2% | -2.4% |
| 3M | +1.0% | +11.7% | -10.7% | +9.5% |
| 6M | +37.0% | -0.3% | +37.3% | +43.7% |
| YTD | +65.8% | -1.1% | +66.9% | +72.8% |
| 1Y | +123.1% | -9.5% | +132.6% | +129.4% |
| All | +123.1% | -9.1% | +132.3% | +129.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling