+228.1%
ASML vs MSFU
+95.0%
+133.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +4.0% | +0.8% |
| 7D | -2.9% | +4.0% | -6.9% | -4.2% |
| 30D | -15.2% | -2.3% | -12.9% | -14.9% |
| 3M | -12.9% | +7.1% | -20.0% | -15.4% |
| 6M | -5.0% | +48.9% | -53.9% | -19.0% |
| YTD | +41.8% | +2.4% | +39.4% | +35.7% |
| 1Y | +46.0% | -8.1% | +54.1% | +46.4% |
| 3Y | +133.5% | +25.2% | +108.3% | +85.6% |
| All | +228.1% | +95.0% | +133.0% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling