+85,698.1%
ASML vs MRSH
+3,042.2%
+82,655.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -1.1% |
| 7D | -2.9% | +1.6% | -4.5% | -3.9% |
| 30D | -15.2% | +17.7% | -32.9% | -23.3% |
| 3M | -12.9% | +9.1% | -22.0% | -18.2% |
| 6M | -5.0% | +28.2% | -33.3% | -20.7% |
| YTD | +41.8% | +14.0% | +27.8% | +24.2% |
| 1Y | +46.0% | +18.7% | +27.3% | +24.5% |
| 3Y | +133.5% | +8.7% | +124.7% | +103.1% |
| 5Y | +93.0% | +35.8% | +57.2% | +48.6% |
| 10Y | +1,534.9% | +261.6% | +1,273.3% | +607.0% |
| All | +85,698.1% | +3,042.2% | +82,655.9% | +16,258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling