+80,969.6%
ASML vs MRSH
+3,010.0%
+77,959.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +6.3% |
| 7D | -9.0% | +2.1% | -11.1% | -10.3% |
| 30D | -21.0% | +17.9% | -38.9% | -28.6% |
| 3M | -16.3% | +6.6% | -22.9% | -20.4% |
| 6M | -7.5% | +26.4% | -33.9% | -22.2% |
| YTD | +34.0% | +12.8% | +21.2% | +18.0% |
| 1Y | +39.3% | +18.5% | +20.7% | +18.8% |
| 3Y | +128.9% | +10.9% | +118.0% | +96.6% |
| 5Y | +76.1% | +37.5% | +38.6% | +34.5% |
| 10Y | +1,428.4% | +279.7% | +1,148.7% | +542.3% |
| All | +80,969.6% | +3,010.0% | +77,959.6% | +15,448.8% |
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 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