+46.1%
ASML vs MSTU
-88.0%
+134.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +10.3% | -13.9% | -4.2% |
| 7D | -10.0% | -4.8% | -5.2% | -9.8% |
| 30D | -19.4% | -29.6% | +10.1% | -18.2% |
| 3M | -12.5% | +69.4% | -81.9% | -16.6% |
| 6M | +8.2% | -62.2% | +70.5% | +12.9% |
| YTD | +40.7% | -61.1% | +101.8% | +38.9% |
| 1Y | +46.1% | -87.2% | +133.3% | +54.5% |
| All | +46.1% | -88.0% | +134.1% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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