+1,001.1%
MU vs ASML
+140.6%
+860.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.6% | -3.4% | -3.7% |
| 7D | -19.1% | -10.0% | -9.1% | -10.7% |
| 30D | -25.2% | -19.4% | -5.8% | -8.4% |
| 3M | -10.9% | -12.5% | +1.6% | +0.6% |
| 6M | +38.0% | +8.2% | +29.8% | +35.1% |
| YTD | +178.8% | +40.7% | +138.1% | +118.2% |
| 1Y | +265.1% | +46.1% | +219.0% | +178.0% |
| All | +1,001.1% | +140.6% | +860.5% | +457.6% |
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