+30.8%
ASML vs MS
+13.9%
+16.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.9% | -3.4% | -4.6% |
| 7D | -19.0% | -3.4% | -15.6% | -16.6% |
| 30D | -25.9% | -3.9% | -22.0% | -23.4% |
| 3M | -19.1% | -15.9% | -3.1% | -7.1% |
| 6M | -5.7% | -2.5% | -3.3% | -4.5% |
| YTD | +27.6% | +5.1% | +22.5% | +20.3% |
| 1Y | +30.8% | +13.0% | +17.8% | +15.8% |
| All | +30.8% | +13.9% | +16.9% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling