+23.0%
ASML vs MSI
-1.7%
+24.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.0% |
| 7D | +1.1% | -3.7% | +4.8% | +0.5% |
| 30D | +2.2% | +6.8% | -4.6% | +3.0% |
| 3M | -2.3% | +14.3% | -16.6% | -0.5% |
| 6M | +23.0% | -1.6% | +24.5% | +39.1% |
| All | +23.0% | -1.7% | +24.7% | +39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling