+12,554.9%
ASML vs MSTR
+1,516.3%
+11,038.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.3% | 0.0% | -7.5% |
| 7D | -19.0% | -8.7% | -10.3% | -17.6% |
| 30D | -25.9% | -21.4% | -4.5% | -22.5% |
| 3M | -19.1% | +31.4% | -50.5% | -24.6% |
| 6M | -5.7% | -30.8% | +25.1% | -1.9% |
| YTD | +27.6% | -14.9% | +42.5% | +24.6% |
| 1Y | +30.8% | -49.3% | +80.1% | +40.7% |
| 3Y | +116.2% | +184.8% | -68.6% | +39.9% |
| 5Y | +67.7% | +62.1% | +5.5% | +6.8% |
| 10Y | +1,355.3% | +580.0% | +775.4% | +504.4% |
| All | +12,554.9% | +1,516.3% | +11,038.6% | +2,516.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling