+164.9%
ASML vs MOS
-29.5%
+194.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.9% |
| 7D | +1.1% | +9.5% | -8.4% | -0.6% |
| 30D | +2.2% | +10.4% | -8.2% | +0.2% |
| 3M | -2.3% | +12.9% | -15.2% | -5.0% |
| 6M | +23.0% | +1.2% | +21.7% | +21.1% |
| YTD | +61.1% | +9.3% | +51.7% | +55.1% |
| 1Y | +129.1% | -18.0% | +147.1% | +134.9% |
| All | +164.9% | -29.5% | +194.4% | +162.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling