+3,552.3%
ASX vs MOD
+805.8%
+2,746.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.7% |
| 7D | -0.7% | +9.6% | -10.3% | -2.7% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | -1.3% | -35.4% | +34.0% | +8.8% |
| 6M | +71.4% | -7.3% | +78.7% | +74.8% |
| YTD | +135.3% | +45.8% | +89.5% | +116.7% |
| 1Y | +267.5% | +43.1% | +224.3% | +236.6% |
| 3Y | +388.5% | +297.7% | +90.8% | +246.0% |
| 5Y | +417.1% | +1,478.8% | -1,061.7% | +169.0% |
| 10Y | +872.7% | +1,633.4% | -760.6% | +324.5% |
| All | +3,552.3% | +805.8% | +2,746.5% | +1,282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling