+3,971.9%
MU vs ASML
+1,409.1%
+2,562.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.0% | +0.1% | +0.9% |
| 7D | -22.0% | -9.0% | -13.0% | -14.7% |
| 30D | -36.6% | -21.0% | -15.6% | -21.8% |
| 3M | -21.7% | -16.3% | -5.4% | -8.3% |
| 6M | +3.5% | -7.5% | +11.1% | +15.8% |
| YTD | +141.9% | +34.0% | +107.9% | +101.0% |
| 1Y | +189.8% | +39.3% | +150.6% | +134.3% |
| 3Y | +855.4% | +128.9% | +726.5% | +409.6% |
| 5Y | +869.2% | +76.1% | +793.1% | +507.7% |
| All | +3,971.9% | +1,409.1% | +2,562.9% | +341.7% |
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