+121.3%
ASML vs MSTZ
-99.3%
+220.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +4.4% |
| 7D | +1.1% | -29.7% | +30.8% | -0.9% |
| 30D | +2.2% | -65.3% | +67.5% | -4.3% |
| 3M | -2.3% | -57.3% | +55.0% | -4.9% |
| 6M | +23.0% | -61.6% | +84.6% | +21.0% |
| YTD | +61.1% | -78.3% | +139.3% | +56.9% |
| 1Y | +129.1% | -30.2% | +159.4% | +153.1% |
| All | +121.3% | -99.3% | +220.6% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling