+1,644.6%
ASML vs MSI
+597.7%
+1,046.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.6% |
| 7D | +1.1% | -3.7% | +4.8% | +3.1% |
| 30D | +2.2% | +6.8% | -4.6% | -1.9% |
| 3M | -2.3% | +14.3% | -16.6% | -10.1% |
| 6M | +23.0% | -1.6% | +24.5% | +21.9% |
| YTD | +61.1% | +22.8% | +38.3% | +39.7% |
| 1Y | +129.1% | -1.1% | +130.2% | +124.4% |
| 3Y | +165.4% | +70.5% | +94.9% | +81.4% |
| 5Y | +109.5% | +102.8% | +6.7% | +28.3% |
| All | +1,644.6% | +597.7% | +1,046.9% | +500.9% |
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