+1,395.4%
ASML vs MSTR
+568.1%
+827.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | -9.0% | -1.2% | -7.8% | -8.8% |
| 30D | -21.0% | -15.9% | -5.0% | -18.6% |
| 3M | -16.3% | +33.1% | -49.4% | -21.8% |
| 6M | -7.5% | -31.0% | +23.5% | -3.8% |
| YTD | +34.0% | -15.1% | +49.1% | +31.4% |
| 1Y | +39.3% | -45.6% | +84.9% | +47.7% |
| 3Y | +128.9% | +180.5% | -51.7% | +48.7% |
| 5Y | +76.1% | +61.7% | +14.4% | +10.1% |
| All | +1,395.4% | +568.1% | +827.3% | +341.1% |
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