+75.3%
ASML vs MSTZ
-99.4%
+174.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +17.7% | -27.0% | -8.0% |
| 7D | -19.0% | +13.4% | -32.4% | -17.9% |
| 30D | -25.9% | +37.5% | -63.5% | -23.4% |
| 3M | -19.1% | -69.9% | +50.9% | -23.4% |
| 6M | -5.7% | -32.0% | +26.2% | -2.0% |
| YTD | +27.6% | -81.2% | +108.8% | +25.5% |
| 1Y | +30.8% | -56.1% | +86.8% | +39.9% |
| All | +75.3% | -99.4% | +174.7% | +43.1% |
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