+84.2%
ASML vs MOS
-37.7%
+121.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +17.4% | -21.0% | -7.3% |
| 7D | -10.0% | +17.9% | -28.0% | -13.6% |
| 30D | -19.4% | +1.6% | -21.0% | -20.1% |
| 3M | -12.5% | -4.0% | -8.5% | -12.4% |
| 6M | +8.2% | -4.1% | +12.3% | +7.9% |
| YTD | +40.7% | -7.8% | +48.5% | +39.5% |
| 1Y | +46.1% | -15.6% | +61.7% | +47.6% |
| 3Y | +138.5% | -28.9% | +167.3% | +143.2% |
| 5Y | +84.2% | -36.8% | +121.0% | +72.8% |
| All | +84.2% | -37.7% | +121.9% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling