+117.9%
ASML vs MSTR
+180.5%
-62.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.3% | 0.0% | -8.1% |
| 7D | -19.0% | -8.7% | -10.3% | -18.0% |
| 30D | -25.9% | -21.4% | -4.5% | -23.7% |
| 3M | -19.1% | +31.4% | -50.5% | -22.7% |
| 6M | -5.7% | -30.8% | +25.1% | -2.6% |
| YTD | +27.6% | -14.9% | +42.5% | +26.1% |
| 1Y | +30.8% | -49.3% | +80.1% | +38.1% |
| All | +117.9% | +180.5% | -62.6% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling