+3,170.9%
ASML vs MTSI
+1,120.6%
+2,050.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -10.0% | -10.7% | +0.6% | -6.3% |
| 30D | -19.4% | -29.0% | +9.5% | -9.5% |
| 3M | -12.5% | -14.7% | +2.2% | -9.1% |
| 6M | +8.2% | -20.1% | +28.3% | +14.7% |
| YTD | +40.7% | +36.1% | +4.6% | +22.6% |
| 1Y | +46.1% | +61.7% | -15.6% | +19.3% |
| 3Y | +138.5% | +210.7% | -72.2% | +53.8% |
| 5Y | +84.2% | +212.8% | -128.7% | +18.2% |
| 10Y | +1,505.1% | +519.2% | +985.9% | +641.8% |
| All | +3,170.9% | +1,120.6% | +2,050.3% | +1,237.9% |
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