+97,349.8%
ASML vs MOD
+836.0%
+96,513.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.3% | -0.1% | +2.9% |
| 7D | +1.1% | +9.6% | -8.5% | -1.6% |
| 30D | +2.2% | 0.0% | +2.2% | +2.1% |
| 3M | -2.3% | -35.4% | +33.1% | +10.2% |
| 6M | +23.0% | -7.3% | +30.2% | +24.4% |
| YTD | +61.1% | +45.8% | +15.3% | +42.0% |
| 1Y | +129.1% | +43.1% | +86.0% | +100.2% |
| 3Y | +165.4% | +297.7% | -132.3% | +61.9% |
| 5Y | +109.5% | +1,478.8% | -1,369.3% | -17.1% |
| 10Y | +1,645.7% | +1,633.4% | +12.3% | +436.6% |
| All | +97,349.8% | +836.0% | +96,513.8% | +22,813.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling