+1,395.4%
ASML vs MO
+134.4%
+1,261.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.2% |
| 7D | -9.0% | -2.4% | -6.6% | -8.8% |
| 30D | -21.0% | +9.7% | -30.7% | -21.9% |
| 3M | -16.3% | +14.1% | -30.4% | -17.8% |
| 6M | -7.5% | +11.9% | -19.4% | -9.6% |
| YTD | +34.0% | +38.4% | -4.4% | +25.0% |
| 1Y | +39.3% | +41.9% | -2.6% | +29.2% |
| 3Y | +128.9% | +134.5% | -5.7% | +79.4% |
| 5Y | +76.1% | +147.3% | -71.2% | +33.5% |
| All | +1,395.4% | +134.4% | +1,261.0% | +943.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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