+19,937.6%
MSFT vs ASML
+86,744.0%
-66,806.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.3% | +5.8% | -0.8% |
| 7D | +1.1% | -19.0% | +20.1% | +7.4% |
| 30D | +1.3% | -25.9% | +27.2% | +10.4% |
| 3M | +10.2% | -19.1% | +29.2% | +16.3% |
| 6M | +30.8% | -5.7% | +36.5% | +29.4% |
| YTD | +11.5% | +27.6% | -16.1% | -1.0% |
| 1Y | +6.5% | +30.8% | -24.2% | -6.4% |
| 3Y | +55.5% | +116.2% | -60.8% | +11.6% |
| 5Y | +66.2% | +67.7% | -1.5% | +26.2% |
| 10Y | +928.0% | +1,355.3% | -427.3% | +305.2% |
| All | +19,937.6% | +86,744.0% | -66,806.4% | +2,645.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling