+108.6%
ASML vs MTSI
+320.9%
-212.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +2.1% |
| 7D | +1.1% | +1.4% | -0.3% | +0.3% |
| 30D | +2.2% | +2.1% | +0.1% | -0.9% |
| 3M | -2.3% | -29.7% | +27.4% | +18.7% |
| 6M | +23.0% | +12.5% | +10.4% | +9.4% |
| YTD | +61.1% | +57.0% | +4.0% | +14.4% |
| 1Y | +129.1% | +103.9% | +25.2% | +34.2% |
| 3Y | +165.4% | +223.6% | -58.2% | +2.3% |
| All | +108.6% | +320.9% | -212.3% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling