+195.2%
ASML vs MSFU
+97.0%
+98.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.4% | -2.0% | -7.3% |
| 7D | -19.0% | +1.0% | -20.1% | -19.5% |
| 30D | -25.9% | +0.6% | -26.5% | -26.2% |
| 3M | -19.1% | +16.4% | -35.4% | -23.3% |
| 6M | -5.7% | +53.0% | -58.7% | -20.4% |
| YTD | +27.6% | +3.5% | +24.1% | +21.8% |
| 1Y | +30.8% | -7.8% | +38.6% | +31.2% |
| 3Y | +116.2% | +35.6% | +80.7% | +65.0% |
| All | +195.2% | +97.0% | +98.2% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling