+697.2%
ASX vs MOD
+857.0%
-159.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.3% | -13.5% | -19.0% |
| 7D | -33.3% | -34.2% | +0.9% | -26.4% |
| 30D | -36.5% | -51.9% | +15.4% | -24.5% |
| 3M | -19.2% | -53.0% | +33.8% | -3.9% |
| 6M | -10.2% | -66.4% | +56.1% | +15.6% |
| YTD | +86.5% | -31.5% | +118.0% | +106.0% |
| 1Y | +89.6% | -39.6% | +129.2% | +113.4% |
| 3Y | +298.6% | +116.8% | +181.8% | +239.4% |
| 5Y | +414.3% | +713.8% | -299.5% | +242.8% |
| All | +697.2% | +857.0% | -159.8% | +430.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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