+30.8%
MSFT vs ASML
-5.0%
+35.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.3% | +5.8% | -3.6% |
| 7D | +1.1% | -19.0% | +20.1% | +0.7% |
| 30D | +1.3% | -25.9% | +27.2% | +0.3% |
| 3M | +10.2% | -19.1% | +29.2% | +9.8% |
| 6M | +30.8% | -5.7% | +36.5% | +33.1% |
| All | +30.8% | -5.0% | +35.8% | +33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling