+46.1%
ASML vs MOS
-16.2%
+62.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +17.4% | -21.0% | -4.5% |
| 7D | -10.0% | +17.9% | -28.0% | -10.9% |
| 30D | -19.4% | +1.6% | -21.0% | -19.2% |
| 3M | -12.5% | -4.0% | -8.5% | -11.7% |
| 6M | +8.2% | -4.1% | +12.3% | +8.4% |
| YTD | +40.7% | -7.8% | +48.5% | +42.3% |
| 1Y | +46.1% | -15.6% | +61.7% | +48.5% |
| All | +46.1% | -16.2% | +62.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling