+4,924.2%
ASML vs MSCI
+3,261.3%
+1,662.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.4% | -9.0% | -6.1% |
| 7D | -10.0% | +11.5% | -21.5% | -14.7% |
| 30D | -19.4% | +22.1% | -41.5% | -27.1% |
| 3M | -12.5% | +18.4% | -30.9% | -20.0% |
| 6M | +8.2% | +16.6% | -8.4% | -2.5% |
| YTD | +40.7% | +18.8% | +21.9% | +24.2% |
| 1Y | +46.1% | +19.0% | +27.2% | +28.7% |
| 3Y | +138.5% | +40.7% | +97.8% | +86.4% |
| 5Y | +84.2% | +7.9% | +76.3% | +63.9% |
| 10Y | +1,505.1% | +848.9% | +656.3% | +439.0% |
| All | +4,924.2% | +3,261.3% | +1,662.8% | +845.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling