+84.2%
ASML vs MS
+122.3%
-38.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.2% | -7.8% | -6.6% |
| 7D | -10.0% | +2.6% | -12.7% | -11.8% |
| 30D | -19.4% | +2.6% | -22.1% | -21.0% |
| 3M | -12.5% | -10.1% | -2.4% | -6.0% |
| 6M | +8.2% | +4.4% | +3.9% | +4.8% |
| YTD | +40.7% | +11.7% | +29.0% | +29.4% |
| 1Y | +46.1% | +20.9% | +25.2% | +27.2% |
| 3Y | +138.5% | +177.1% | -38.7% | +7.2% |
| 5Y | +84.2% | +127.7% | -43.6% | -10.9% |
| All | +84.2% | +122.3% | -38.1% | -10.9% |
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