+30.8%
ASML vs MOD
-37.4%
+68.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.1% | -6.6% |
| 7D | -19.0% | -34.2% | +15.1% | -6.2% |
| 30D | -25.9% | -51.9% | +25.9% | -3.8% |
| 3M | -19.1% | -53.0% | +34.0% | +5.1% |
| 6M | -5.7% | -66.4% | +60.6% | +37.9% |
| YTD | +27.6% | -31.5% | +59.1% | +50.9% |
| 1Y | +30.8% | -39.6% | +70.3% | +57.7% |
| All | +30.8% | -37.4% | +68.1% | +57.7% |
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