+89.6%
ASX vs MOD
-37.4%
+127.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.3% | -13.5% | -17.4% |
| 7D | -33.3% | -34.2% | +0.9% | -20.0% |
| 30D | -36.5% | -51.9% | +15.4% | -12.8% |
| 3M | -19.2% | -53.0% | +33.8% | +11.0% |
| 6M | -10.2% | -66.4% | +56.1% | +41.3% |
| YTD | +86.5% | -31.5% | +118.0% | +161.3% |
| 1Y | +89.6% | -39.6% | +129.2% | +170.3% |
| All | +89.6% | -37.4% | +127.0% | +170.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling