+75.5%
ASML vs MSI
+118.7%
-43.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.3% |
| 7D | -9.0% | +4.7% | -13.7% | -11.3% |
| 30D | -21.0% | +14.8% | -35.7% | -26.6% |
| 3M | -16.3% | +8.8% | -25.1% | -20.5% |
| 6M | -7.5% | +19.3% | -26.8% | -17.9% |
| YTD | +34.0% | +35.3% | -1.3% | +8.4% |
| 1Y | +39.3% | +33.8% | +5.5% | +13.4% |
| 3Y | +128.9% | +74.4% | +54.4% | +39.0% |
| All | +75.5% | +118.7% | -43.2% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling