+85,040.9%
ASML vs MOD
+357.9%
+84,683.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -21.4% | +17.8% | +2.5% |
| 7D | -10.0% | -31.3% | +21.3% | -0.5% |
| 30D | -19.4% | -46.1% | +26.7% | -4.7% |
| 3M | -12.5% | -51.1% | +38.7% | +5.8% |
| 6M | +8.2% | -62.1% | +70.3% | +39.5% |
| YTD | +40.7% | -26.2% | +66.9% | +48.6% |
| 1Y | +46.1% | -32.6% | +78.7% | +56.8% |
| 3Y | +138.5% | +133.8% | +4.7% | +68.2% |
| 5Y | +84.2% | +792.8% | -708.6% | -14.8% |
| 10Y | +1,505.1% | +959.8% | +545.3% | +460.7% |
| All | +85,040.9% | +357.9% | +84,683.0% | +24,142.2% |
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