+39.3%
ASML vs MSTZ
-56.8%
+96.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +5.1% |
| 7D | -9.0% | -1.2% | -7.8% | -8.8% |
| 30D | -21.0% | +22.2% | -43.1% | -19.4% |
| 3M | -16.3% | -70.4% | +54.1% | -19.6% |
| 6M | -7.5% | -31.0% | +23.5% | -3.2% |
| YTD | +34.0% | -81.0% | +115.0% | +31.3% |
| 1Y | +39.3% | -61.2% | +100.5% | +44.3% |
| All | +39.3% | -56.8% | +96.0% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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