+53.3%
MSFT vs ASML
+164.3%
-111.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -2.7% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +2.7% | +2.2% | +0.5% | +2.2% |
| 3M | +17.0% | -2.3% | +19.3% | +16.1% |
| 6M | +23.8% | +23.0% | +0.8% | +16.8% |
| YTD | +4.0% | +61.1% | -57.1% | -8.1% |
| 1Y | -0.8% | +129.1% | -129.9% | -20.0% |
| All | +53.3% | +164.3% | -111.0% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling