+46.1%
ASML vs MSTR
-44.1%
+90.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.1% | -8.7% | -4.2% |
| 7D | -10.0% | -1.8% | -8.2% | -9.9% |
| 30D | -19.4% | -13.3% | -6.1% | -18.3% |
| 3M | -12.5% | +46.0% | -58.4% | -16.9% |
| 6M | +8.2% | -22.4% | +30.7% | +11.8% |
| YTD | +40.7% | -6.2% | +46.9% | +36.8% |
| 1Y | +46.1% | -42.3% | +88.4% | +51.7% |
| All | +46.1% | -44.1% | +90.3% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 1y: compounded portfolio wealth divided by compounded MSTR 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…
1y analysis · Full analysis span regression · 6 months rolling