+129.1%
ASML vs MSTU
-92.8%
+221.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.3% | +4.4% |
| 7D | +1.1% | +21.3% | -20.2% | -0.5% |
| 30D | +2.2% | +90.8% | -88.6% | -3.3% |
| 3M | -2.3% | -6.8% | +4.5% | -3.1% |
| 6M | +23.0% | -39.8% | +62.8% | +23.9% |
| YTD | +61.1% | -55.7% | +116.7% | +61.3% |
| 1Y | +129.1% | -92.7% | +221.8% | +195.8% |
| All | +129.1% | -92.8% | +221.9% | +195.8% |
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