+1,644.6%
ASML vs MSTR
+742.5%
+902.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.4% |
| 7D | +1.1% | +12.2% | -11.1% | -1.4% |
| 30D | +2.2% | +45.2% | -43.0% | -5.4% |
| 3M | -2.3% | +10.4% | -12.7% | -5.7% |
| 6M | +23.0% | -2.5% | +25.5% | +20.4% |
| YTD | +61.1% | -6.0% | +67.1% | +56.0% |
| 1Y | +129.1% | -56.4% | +185.5% | +154.0% |
| 3Y | +165.4% | +306.3% | -140.9% | +59.9% |
| 5Y | +109.5% | +100.5% | +9.0% | +26.0% |
| All | +1,644.6% | +742.5% | +902.1% | +404.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling