+85,040.9%
ASML vs MOS
+38.0%
+85,002.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +17.4% | -21.0% | -8.7% |
| 7D | -10.0% | +17.9% | -28.0% | -15.0% |
| 30D | -19.4% | +1.6% | -21.0% | -20.6% |
| 3M | -12.5% | -4.0% | -8.5% | -12.7% |
| 6M | +8.2% | -4.1% | +12.3% | +7.4% |
| YTD | +40.7% | -7.8% | +48.5% | +39.1% |
| 1Y | +46.1% | -15.6% | +61.7% | +47.5% |
| 3Y | +138.5% | -28.9% | +167.3% | +145.6% |
| 5Y | +84.2% | -36.8% | +121.0% | +86.9% |
| 10Y | +1,505.1% | +6.7% | +1,498.5% | +1,113.4% |
| All | +85,040.9% | +38.0% | +85,002.9% | +32,927.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling