+117.9%
ASML vs MSI
+78.6%
+39.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.0% | -13.4% | -9.8% |
| 7D | -19.0% | +5.1% | -24.1% | -19.6% |
| 30D | -25.9% | +13.3% | -39.2% | -27.3% |
| 3M | -19.1% | +18.3% | -37.4% | -21.6% |
| 6M | -5.7% | +18.7% | -24.4% | -8.9% |
| YTD | +27.6% | +36.0% | -8.4% | +16.8% |
| 1Y | +30.8% | +32.6% | -1.8% | +21.0% |
| All | +117.9% | +78.6% | +39.4% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling