+140.3%
ASML vs MTSI
+210.8%
-70.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.1% |
| 7D | -10.0% | -10.7% | +0.6% | -4.9% |
| 30D | -19.4% | -29.0% | +9.5% | -5.4% |
| 3M | -12.5% | -14.7% | +2.2% | -8.5% |
| 6M | +8.2% | -20.1% | +28.3% | +16.1% |
| YTD | +40.7% | +36.1% | +4.6% | +11.8% |
| 1Y | +46.1% | +61.7% | -15.6% | +4.4% |
| All | +140.3% | +210.8% | -70.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 3y: compounded portfolio wealth divided by compounded MTSI 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…
3y analysis · Full analysis span regression · 6 months rolling