+415.3%
ASX vs MOD
+748.9%
-333.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.7% | +0.7% | +4.5% |
| 7D | -19.9% | -25.5% | +5.6% | -12.1% |
| 30D | -30.9% | -49.0% | +18.1% | -14.0% |
| 3M | -15.1% | -49.8% | +34.7% | +5.5% |
| 6M | -6.5% | -64.8% | +58.3% | +30.2% |
| YTD | +98.4% | -27.6% | +126.1% | +123.0% |
| 1Y | +107.9% | -35.2% | +143.1% | +138.6% |
| 3Y | +325.3% | +137.1% | +188.1% | +209.1% |
| All | +415.3% | +748.9% | -333.6% | +135.9% |
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 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