+1,395.4%
ASML vs MUB
+20.5%
+1,375.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +4.9% |
| 7D | -9.0% | +0.7% | -9.7% | -10.1% |
| 30D | -21.0% | +4.4% | -25.3% | -26.4% |
| 3M | -16.3% | -0.4% | -15.9% | -15.8% |
| 6M | -7.5% | -0.9% | -6.6% | -6.1% |
| YTD | +34.0% | +0.1% | +33.9% | +34.2% |
| 1Y | +39.3% | +0.5% | +38.8% | +38.6% |
| 3Y | +128.9% | +11.7% | +117.1% | +89.2% |
| 5Y | +76.1% | +3.2% | +72.9% | +66.0% |
| All | +1,395.4% | +20.5% | +1,375.0% | +1,252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 10y: compounded portfolio wealth divided by compounded MUB 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…
10y analysis · Full analysis span regression · 6 months rolling