+128.9%
ASML vs MO
+133.3%
-4.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +4.0% |
| 7D | -9.0% | -2.4% | -6.6% | -10.2% |
| 30D | -21.0% | +9.7% | -30.7% | -16.6% |
| 3M | -16.3% | +14.1% | -30.4% | -9.4% |
| 6M | -7.5% | +11.9% | -19.4% | 0.0% |
| YTD | +34.0% | +38.4% | -4.4% | +60.0% |
| 1Y | +39.3% | +41.9% | -2.6% | +68.3% |
| 3Y | +128.9% | +134.5% | -5.7% | +228.7% |
| All | +128.9% | +133.3% | -4.4% | +228.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling