+1,323.9%
ASML vs MS
+620.1%
+703.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.4% | -5.8% |
| 7D | -19.0% | -3.4% | -15.6% | -17.3% |
| 30D | -25.9% | -3.9% | -22.0% | -24.1% |
| 3M | -19.1% | -15.9% | -3.1% | -10.3% |
| 6M | -5.7% | -2.5% | -3.3% | -4.2% |
| YTD | +27.6% | +5.1% | +22.5% | +23.9% |
| 1Y | +30.8% | +13.0% | +17.8% | +21.8% |
| 3Y | +116.2% | +160.7% | -44.4% | +20.7% |
| 5Y | +67.7% | +114.0% | -46.4% | +4.1% |
| All | +1,323.9% | +620.1% | +703.8% | +480.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling