+299.6%
ASX vs MOD
+116.8%
+182.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.3% | -13.5% | -18.1% |
| 7D | -33.3% | -34.2% | +0.9% | -22.9% |
| 30D | -36.5% | -51.9% | +15.4% | -18.1% |
| 3M | -19.2% | -53.0% | +33.8% | +4.3% |
| 6M | -10.2% | -66.4% | +56.1% | +29.7% |
| YTD | +86.5% | -31.5% | +118.0% | +118.6% |
| 1Y | +89.6% | -39.6% | +129.2% | +128.1% |
| All | +299.6% | +116.8% | +182.8% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling