+1,559.3%
ASML vs MO
+152.5%
+1,406.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.5% |
| 7D | +10.4% | +0.4% | +9.9% | +10.3% |
| 30D | -12.7% | +8.9% | -21.6% | -13.7% |
| 3M | -17.2% | +23.0% | -40.1% | -19.4% |
| 6M | -1.3% | +15.0% | -16.3% | -3.8% |
| YTD | +40.8% | +41.7% | -0.9% | +31.1% |
| 1Y | +45.2% | +43.3% | +1.9% | +34.9% |
| 3Y | +131.8% | +143.2% | -11.4% | +80.8% |
| 5Y | +84.0% | +154.7% | -70.7% | +39.1% |
| All | +1,559.3% | +152.5% | +1,406.8% | +1,049.2% |
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