+97,349.7%
ASML vs MRSH
+2,704.0%
+94,645.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +5.0% |
| 7D | +1.1% | -3.6% | +4.7% | +3.2% |
| 30D | +2.2% | -3.0% | +5.2% | +3.7% |
| 3M | -2.3% | +15.8% | -18.1% | -12.3% |
| 6M | +23.0% | +1.6% | +21.4% | +17.3% |
| YTD | +61.1% | +1.7% | +59.3% | +52.2% |
| 1Y | +129.1% | -8.0% | +137.1% | +127.5% |
| 3Y | +165.4% | -0.3% | +165.6% | +144.9% |
| 5Y | +109.5% | +25.9% | +83.6% | +70.2% |
| 10Y | +1,645.7% | +222.0% | +1,423.8% | +715.2% |
| All | +97,349.7% | +2,704.0% | +94,645.8% | +19,953.7% |
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