+115.6%
ASML vs MOH
-26.8%
+142.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.2% | +3.0% |
| 7D | +6.0% | -3.3% | +9.3% | +6.2% |
| 30D | +1.4% | -0.1% | +1.4% | +1.3% |
| 3M | +1.0% | -1.1% | +2.1% | +0.8% |
| 6M | +37.0% | +35.9% | +1.1% | +33.5% |
| YTD | +65.8% | +13.1% | +52.6% | +62.6% |
| 1Y | +123.1% | +11.8% | +111.3% | +118.1% |
| 3Y | +188.2% | -38.7% | +226.9% | +190.5% |
| 5Y | +115.6% | -25.1% | +140.7% | +96.8% |
| All | +115.6% | -26.8% | +142.4% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 5y: compounded portfolio wealth divided by compounded MOH 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…
5y analysis · Full analysis span regression · 6 months rolling