+3,552.3%
ASX vs MOD
+348.4%
+3,203.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -21.4% | +17.5% | +0.8% |
| 7D | -14.6% | -31.3% | +16.7% | -7.6% |
| 30D | -21.1% | -46.1% | +25.0% | -9.9% |
| 3M | -3.1% | -51.1% | +48.1% | +12.7% |
| 6M | +17.4% | -62.1% | +79.4% | +44.8% |
| YTD | +135.3% | -26.2% | +161.5% | +150.1% |
| 1Y | +146.5% | -32.6% | +179.1% | +165.2% |
| 3Y | +403.1% | +133.8% | +269.2% | +300.6% |
| 5Y | +551.7% | +792.8% | -241.0% | +284.2% |
| 10Y | +923.7% | +959.8% | -36.1% | +397.0% |
| All | +3,552.3% | +348.4% | +3,203.9% | +1,502.3% |
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