+80,969.6%
ASML vs MO
+9,125.2%
+71,844.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.4% |
| 7D | -9.0% | -2.4% | -6.6% | -8.6% |
| 30D | -21.0% | +9.7% | -30.7% | -22.7% |
| 3M | -16.3% | +14.1% | -30.4% | -19.0% |
| 6M | -7.5% | +11.9% | -19.4% | -10.9% |
| YTD | +34.0% | +38.4% | -4.4% | +22.2% |
| 1Y | +39.3% | +41.9% | -2.6% | +26.2% |
| 3Y | +128.9% | +134.5% | -5.7% | +78.8% |
| 5Y | +76.1% | +147.3% | -71.2% | +34.4% |
| 10Y | +1,428.4% | +135.2% | +1,293.1% | +1,048.9% |
| All | +80,969.6% | +9,125.2% | +71,844.4% | +52,467.7% |
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 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