+46.1%
ASML vs MOD
-33.0%
+79.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -21.4% | +17.8% | +4.3% |
| 7D | -10.0% | -31.3% | +21.3% | +2.5% |
| 30D | -19.4% | -46.1% | +26.7% | +0.1% |
| 3M | -12.5% | -51.1% | +38.7% | +11.9% |
| 6M | +8.2% | -62.1% | +70.3% | +51.3% |
| YTD | +40.7% | -26.2% | +66.9% | +61.6% |
| 1Y | +46.1% | -32.6% | +78.7% | +69.9% |
| All | +46.1% | -33.0% | +79.1% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling