+1,644.6%
ASML vs MOS
+5.8%
+1,638.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.8% |
| 7D | +1.1% | +9.5% | -8.4% | -1.3% |
| 30D | +2.2% | +10.4% | -8.2% | -0.7% |
| 3M | -2.3% | +12.9% | -15.2% | -6.1% |
| 6M | +23.0% | +1.2% | +21.7% | +20.6% |
| YTD | +61.1% | +9.3% | +51.7% | +53.7% |
| 1Y | +129.1% | -18.0% | +147.1% | +135.2% |
| 3Y | +165.4% | -29.0% | +194.4% | +175.2% |
| 5Y | +109.5% | -9.6% | +119.0% | +92.0% |
| All | +1,644.6% | +5.8% | +1,638.8% | +1,226.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling