+67.7%
ASML vs MSI
+117.4%
-49.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.0% | -13.4% | -11.3% |
| 7D | -19.0% | +5.1% | -24.1% | -21.2% |
| 30D | -25.9% | +13.3% | -39.2% | -30.7% |
| 3M | -19.1% | +18.3% | -37.4% | -26.7% |
| 6M | -5.7% | +18.7% | -24.4% | -16.0% |
| YTD | +27.6% | +36.0% | -8.4% | +3.0% |
| 1Y | +30.8% | +32.6% | -1.8% | +7.3% |
| 3Y | +116.2% | +78.3% | +37.9% | +29.1% |
| 5Y | +67.7% | +121.6% | -53.9% | -23.4% |
| All | +67.7% | +117.4% | -49.7% | -23.4% |
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