+15,019.5%
ASML vs MOH
+1,373.9%
+13,645.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -2.9% | -0.7% | -2.1% | -2.9% |
| 30D | -15.2% | +4.8% | -20.0% | -16.2% |
| 3M | -12.9% | +3.8% | -16.7% | -14.2% |
| 6M | -5.0% | +11.0% | -16.0% | -8.2% |
| YTD | +41.8% | +18.9% | +22.9% | +32.8% |
| 1Y | +46.0% | +46.5% | -0.4% | +31.0% |
| 3Y | +133.5% | -42.4% | +175.8% | +140.3% |
| 5Y | +93.0% | -31.8% | +124.8% | +89.4% |
| 10Y | +1,534.9% | +309.6% | +1,225.3% | +934.2% |
| All | +15,019.5% | +1,373.9% | +13,645.6% | +5,334.0% |
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