+117.9%
ASML vs MSCI
+36.7%
+81.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.6% | -9.1% |
| 7D | -19.0% | +6.0% | -25.1% | -19.4% |
| 30D | -25.9% | +18.2% | -44.1% | -27.2% |
| 3M | -19.1% | +15.1% | -34.2% | -20.2% |
| 6M | -5.7% | +13.7% | -19.5% | -7.9% |
| YTD | +27.6% | +15.6% | +12.0% | +23.6% |
| 1Y | +30.8% | +16.3% | +14.4% | +26.4% |
| All | +117.9% | +36.7% | +81.2% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 3y: compounded portfolio wealth divided by compounded MSCI 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…
3y analysis · Full analysis span regression · 6 months rolling