+108.6%
ASML vs MSCI
-6.7%
+115.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | +2.2% | +0.6% | +1.6% | +1.6% |
| 3M | -2.3% | -7.1% | +4.8% | -0.6% |
| 6M | +23.0% | +0.8% | +22.1% | +18.2% |
| YTD | +61.1% | +1.0% | +60.1% | +53.2% |
| 1Y | +129.1% | +4.3% | +124.8% | +110.2% |
| 3Y | +165.4% | +9.9% | +155.4% | +123.0% |
| All | +108.6% | -6.7% | +115.3% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling