+432.3%
ASX vs MOD
+1,486.5%
-1,054.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -1.2% |
| 7D | -0.7% | +9.6% | -10.3% | -3.6% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | -1.3% | -35.4% | +34.0% | +13.2% |
| 6M | +71.4% | -7.3% | +78.7% | +76.5% |
| YTD | +135.3% | +45.8% | +89.5% | +112.1% |
| 1Y | +267.5% | +43.1% | +224.3% | +228.1% |
| 3Y | +388.5% | +297.7% | +90.8% | +201.0% |
| All | +432.3% | +1,486.5% | -1,054.2% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling