+108.6%
ASML vs MS
+145.3%
-36.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.0% |
| 7D | +1.1% | +1.4% | -0.3% | +0.1% |
| 30D | +2.2% | -0.3% | +2.4% | +2.2% |
| 3M | -2.3% | +0.3% | -2.6% | -2.8% |
| 6M | +23.0% | +31.3% | -8.4% | +1.6% |
| YTD | +61.1% | +24.7% | +36.4% | +37.4% |
| 1Y | +129.1% | +47.9% | +81.2% | +73.6% |
| 3Y | +165.4% | +178.3% | -13.0% | +21.3% |
| All | +108.6% | +145.3% | -36.7% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling