+77,094.7%
ASML vs MO
+9,302.1%
+67,792.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.6% | -8.8% | -9.2% |
| 7D | -19.0% | +1.1% | -20.1% | -19.2% |
| 30D | -25.9% | +13.2% | -39.1% | -28.0% |
| 3M | -19.1% | +15.2% | -34.2% | -21.8% |
| 6M | -5.7% | +9.9% | -15.6% | -8.8% |
| YTD | +27.6% | +41.1% | -13.5% | +15.9% |
| 1Y | +30.8% | +44.9% | -14.1% | +18.0% |
| 3Y | +116.2% | +138.2% | -22.0% | +68.4% |
| 5Y | +67.7% | +152.0% | -84.4% | +27.5% |
| 10Y | +1,355.3% | +139.7% | +1,215.6% | +989.9% |
| All | +77,094.7% | +9,302.1% | +67,792.6% | +49,766.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling