+146.5%
ASX vs MCO
+9.9%
+136.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.9% | -8.8% | -2.6% |
| 7D | -14.6% | +10.7% | -25.3% | -12.2% |
| 30D | -21.1% | +17.9% | -39.0% | -17.8% |
| 3M | -3.1% | +9.5% | -12.5% | -0.2% |
| 6M | +17.4% | +18.1% | -0.7% | +21.8% |
| YTD | +135.3% | +4.1% | +131.2% | +145.9% |
| 1Y | +146.5% | +9.3% | +137.2% | +160.3% |
| All | +146.5% | +9.9% | +136.6% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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