+109.5%
ASML vs MRSH
+27.1%
+82.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.6% |
| 7D | +1.1% | -3.6% | +4.7% | +2.2% |
| 30D | +2.2% | -3.0% | +5.2% | +3.0% |
| 3M | -2.3% | +15.8% | -18.1% | -9.0% |
| 6M | +23.0% | +1.6% | +21.4% | +21.0% |
| YTD | +61.1% | +1.7% | +59.3% | +57.0% |
| 1Y | +129.1% | -8.0% | +137.1% | +136.6% |
| 3Y | +165.4% | -0.3% | +165.6% | +138.5% |
| All | +109.5% | +27.1% | +82.4% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling