+65.6%
ASML vs MUU
+946.5%
-880.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -34.4% | +25.0% | -2.6% |
| 7D | -19.0% | -53.2% | +34.2% | -7.3% |
| 30D | -25.9% | -64.1% | +38.2% | -11.5% |
| 3M | -19.1% | -54.1% | +35.0% | -8.8% |
| 6M | -5.7% | -37.7% | +31.9% | -9.4% |
| YTD | +27.6% | +153.4% | -125.8% | -13.5% |
| 1Y | +30.8% | +237.5% | -206.7% | -18.5% |
| All | +65.6% | +946.5% | -880.9% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling