+92.7%
ASML vs MO
+154.2%
-61.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +2.1% |
| 7D | +2.5% | -0.8% | +3.3% | +2.4% |
| 30D | -12.2% | +8.0% | -20.2% | -10.6% |
| 3M | -14.6% | +20.9% | -35.5% | -11.0% |
| 6M | -1.7% | +16.3% | -18.1% | +1.6% |
| YTD | +44.3% | +40.7% | +3.6% | +51.4% |
| 1Y | +51.0% | +41.5% | +9.5% | +58.4% |
| 3Y | +137.6% | +141.5% | -3.9% | +128.8% |
| 5Y | +92.7% | +153.1% | -60.4% | +100.0% |
| All | +92.7% | +154.2% | -61.5% | +100.0% |
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