+108.6%
ASML vs MO
+99.6%
+8.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.0% |
| 7D | +1.1% | +0.3% | +0.8% | +1.2% |
| 30D | +2.2% | +0.6% | +1.5% | +2.5% |
| 3M | -2.3% | -1.0% | -1.3% | -2.2% |
| 6M | +23.0% | +4.3% | +18.6% | +23.6% |
| YTD | +61.1% | +23.3% | +37.8% | +63.8% |
| 1Y | +129.1% | +10.5% | +118.7% | +131.8% |
| 3Y | +165.4% | +96.3% | +69.1% | +154.0% |
| All | +108.6% | +99.6% | +8.9% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling