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  • ASX vs M✓SelectedUSD · MASX vs M performance historyLatest closeAs of+3.26%11/10
Stock and ETF performance explorer

ASX vs M

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+887.2%
M return
-3.0%
Excess return
+890.3%
Maximum drawdown
-52.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioMExcessAlpha
1D+3.3%+0.5%+2.7%+3.2%
7D-9.1%+5.0%-14.2%-9.9%
30D-23.6%+10.6%-34.2%-25.1%
3M-5.6%+1.6%-7.2%-6.2%
6M+4.7%+30.8%-26.1%-0.9%
YTD+122.6%+16.9%+105.7%+114.3%
1Y+133.0%+26.3%+106.7%+120.7%
3Y+367.1%+158.6%+208.5%+276.2%
5Y+504.7%+2.1%+502.7%+448.5%
10Y+887.2%-4.3%+891.6%+638.1%
All+887.2%-3.0%+890.3%+638.1%

Cumulative growth

Daily Returns

Daily percentage return beside M.

Daily Out/Under-Performance

Portfolio return minus M return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × M 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 M 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