+87.3%
ASML vs MUU
+1,454.8%
-1,367.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +24.2% | -22.4% | -3.0% |
| 7D | +2.5% | -2.5% | +5.0% | +1.3% |
| 30D | -12.2% | -39.7% | +27.5% | -5.5% |
| 3M | -14.6% | -27.4% | +12.8% | -12.6% |
| 6M | -1.7% | -38.4% | +36.7% | -5.0% |
| YTD | +44.3% | +276.4% | -232.1% | -10.1% |
| 1Y | +51.0% | +390.7% | -339.7% | -12.9% |
| All | +87.3% | +1,454.8% | -1,367.5% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUU.
Daily Out/Under-Performance
Portfolio return minus MUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUU 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 MUU 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