+1,504.8%
ASML vs MSI
+689.5%
+815.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.6% | +4.9% |
| 7D | -0.8% | +8.3% | -9.2% | -5.1% |
| 30D | -14.9% | +18.9% | -33.8% | -22.5% |
| 3M | -13.0% | +13.2% | -26.2% | -19.1% |
| 6M | -4.7% | +38.3% | -43.0% | -21.3% |
| YTD | +42.3% | +38.9% | +3.4% | +15.0% |
| 1Y | +49.7% | +36.7% | +13.0% | +22.0% |
| 3Y | +144.3% | +76.6% | +67.7% | +64.8% |
| 5Y | +86.4% | +124.5% | -38.1% | +7.4% |
| 10Y | +1,504.8% | +674.5% | +830.3% | +392.8% |
| All | +1,504.8% | +689.5% | +815.3% | +392.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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