+30.8%
ASML vs MOS
-16.7%
+47.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.3% | -12.6% | -9.5% |
| 7D | -19.0% | +22.5% | -41.5% | -20.0% |
| 30D | -25.9% | +6.6% | -32.6% | -25.9% |
| 3M | -19.1% | -3.8% | -15.2% | -18.2% |
| 6M | -5.7% | -2.2% | -3.5% | -5.7% |
| YTD | +27.6% | -4.8% | +32.4% | +28.8% |
| 1Y | +30.8% | -11.7% | +42.5% | +32.3% |
| All | +30.8% | -16.7% | +47.5% | +32.3% |
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