+210.0%
ASML vs MSFU
+93.3%
+116.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.5% |
| 7D | -9.0% | +2.5% | -11.5% | -9.9% |
| 30D | -21.0% | -1.3% | -19.7% | -20.9% |
| 3M | -16.3% | +8.6% | -24.9% | -19.1% |
| 6M | -7.5% | +48.4% | -55.9% | -21.2% |
| YTD | +34.0% | +1.6% | +32.4% | +28.5% |
| 1Y | +39.3% | -5.8% | +45.1% | +37.7% |
| 3Y | +128.9% | +30.9% | +97.9% | +77.0% |
| All | +210.0% | +93.3% | +116.7% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling