+915.1%
MSFT vs ASML
+1,561.5%
-646.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.3% | +4.9% | -6.2% | -3.1% |
| 30D | -1.8% | -9.3% | +7.4% | +1.2% |
| 3M | +5.6% | -19.0% | +24.6% | +12.8% |
| 6M | +29.8% | -5.2% | +35.0% | +27.3% |
| YTD | +9.0% | +40.6% | -31.6% | -11.5% |
| 1Y | +4.9% | +47.5% | -42.6% | -16.9% |
| 3Y | +46.2% | +133.9% | -87.6% | -14.1% |
| 5Y | +62.1% | +83.8% | -21.7% | +2.5% |
| All | +915.1% | +1,561.5% | -646.4% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 ASML 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