+1,315.7%
MU vs ASML
+107.7%
+1,208.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.2% | +1.9% | +2.7% |
| 7D | +9.0% | +1.1% | +7.9% | +8.1% |
| 30D | +13.8% | +2.2% | +11.6% | +12.0% |
| 3M | +2.1% | -2.3% | +4.4% | +7.4% |
| 6M | +153.8% | +23.0% | +130.8% | +124.2% |
| YTD | +256.4% | +61.1% | +195.3% | +158.8% |
| 1Y | +719.8% | +129.1% | +590.6% | +364.6% |
| 3Y | +1,360.4% | +165.4% | +1,195.0% | +640.5% |
| All | +1,315.7% | +107.7% | +1,208.0% | +660.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling