+75.5%
ASML vs MOH
-31.3%
+106.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.6% | +5.1% |
| 7D | -9.0% | +2.1% | -11.1% | -9.1% |
| 30D | -21.0% | +7.3% | -28.2% | -21.2% |
| 3M | -16.3% | +8.9% | -25.2% | -16.7% |
| 6M | -7.5% | +5.8% | -13.4% | -8.1% |
| YTD | +34.0% | +20.4% | +13.6% | +31.1% |
| 1Y | +39.3% | +42.1% | -2.8% | +34.2% |
| 3Y | +128.9% | -40.0% | +168.9% | +136.9% |
| All | +75.5% | -31.3% | +106.8% | +66.8% |
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