+67.7%
ASML vs MTSI
+153.3%
-85.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -18.4% | +9.0% | +1.3% |
| 7D | -19.0% | -24.6% | +5.6% | -5.4% |
| 30D | -25.9% | -45.7% | +19.8% | +3.6% |
| 3M | -19.1% | -27.7% | +8.7% | -7.3% |
| 6M | -5.7% | -37.3% | +31.6% | +15.8% |
| YTD | +27.6% | +11.1% | +16.4% | +6.9% |
| 1Y | +30.8% | +27.2% | +3.6% | -0.9% |
| 3Y | +116.2% | +153.7% | -37.4% | -9.2% |
| 5Y | +67.7% | +159.0% | -91.3% | -35.2% |
| All | +67.7% | +153.3% | -85.7% | -35.2% |
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 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