+121.3%
ASML vs MSTU
-85.2%
+206.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.3% | +4.4% |
| 7D | +1.1% | +21.3% | -20.2% | -0.9% |
| 30D | +2.2% | +90.8% | -88.6% | -4.1% |
| 3M | -2.3% | -6.8% | +4.5% | -4.2% |
| 6M | +23.0% | -39.8% | +62.8% | +22.8% |
| YTD | +61.1% | -55.7% | +116.7% | +60.2% |
| 1Y | +129.1% | -92.7% | +221.8% | +162.2% |
| All | +121.3% | -85.2% | +206.5% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling