+77,094.7%
ASML vs MSI
+1,004.8%
+76,089.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.0% | -13.4% | -11.5% |
| 7D | -19.0% | +5.1% | -24.1% | -21.4% |
| 30D | -25.9% | +13.3% | -39.2% | -31.0% |
| 3M | -19.1% | +18.3% | -37.4% | -26.8% |
| 6M | -5.7% | +18.7% | -24.4% | -16.2% |
| YTD | +27.6% | +36.0% | -8.4% | +4.9% |
| 1Y | +30.8% | +32.6% | -1.8% | +8.9% |
| 3Y | +116.2% | +78.3% | +37.9% | +50.6% |
| 5Y | +67.7% | +121.6% | -53.9% | +4.6% |
| 10Y | +1,355.3% | +689.0% | +666.3% | +343.9% |
| All | +77,094.7% | +1,004.8% | +76,089.9% | +11,573.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling