+3,643.7%
ASML vs MTSI
+1,308.1%
+2,335.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.7% | +2.9% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | +2.2% | +2.1% | +0.1% | +0.6% |
| 3M | -2.3% | -29.7% | +27.4% | +10.2% |
| 6M | +23.0% | +12.5% | +10.4% | +16.5% |
| YTD | +61.1% | +57.0% | +4.0% | +34.9% |
| 1Y | +129.1% | +103.9% | +25.2% | +73.7% |
| 3Y | +165.4% | +223.6% | -58.2% | +69.9% |
| 5Y | +109.5% | +321.6% | -212.1% | +23.9% |
| 10Y | +1,645.7% | +517.7% | +1,128.0% | +696.2% |
| All | +3,643.7% | +1,308.1% | +2,335.6% | +1,371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling