+15,073.7%
ASML vs MOH
+1,352.5%
+13,721.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.7% | +8.9% | +6.7% |
| 7D | -0.8% | -2.4% | +1.6% | -0.6% |
| 30D | -14.9% | +3.3% | -18.2% | -15.7% |
| 3M | -13.0% | +3.5% | -16.5% | -14.2% |
| 6M | -4.7% | +9.4% | -14.1% | -7.6% |
| YTD | +42.3% | +17.2% | +25.1% | +33.6% |
| 1Y | +49.7% | +33.7% | +16.0% | +36.6% |
| 3Y | +144.3% | -42.3% | +186.6% | +151.3% |
| 5Y | +86.4% | -33.4% | +119.8% | +83.7% |
| 10Y | +1,504.8% | +310.9% | +1,193.9% | +913.9% |
| All | +15,073.7% | +1,352.5% | +13,721.2% | +5,368.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling