+107.9%
ASX vs MOD
-37.3%
+145.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.7% | +0.7% | +3.8% |
| 7D | -19.9% | -25.5% | +5.6% | -9.4% |
| 30D | -30.9% | -49.0% | +18.1% | -7.6% |
| 3M | -15.1% | -49.8% | +34.7% | +13.2% |
| 6M | -6.5% | -64.8% | +58.3% | +43.8% |
| YTD | +98.4% | -27.6% | +126.1% | +171.8% |
| 1Y | +107.9% | -35.2% | +143.1% | +188.9% |
| All | +107.9% | -37.3% | +145.2% | +188.9% |
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