+553.1%
MA vs RBA
+224.6%
+328.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +2.3% | +4.3% | -2.0% | +1.0% |
| 30D | +14.7% | +16.3% | -1.6% | +9.5% |
| 3M | +13.5% | +1.3% | +12.2% | +12.7% |
| 6M | +33.1% | -11.1% | +44.2% | +36.4% |
| YTD | +15.1% | -8.5% | +23.5% | +16.2% |
| 1Y | +18.7% | -2.1% | +20.9% | +17.3% |
| 3Y | +72.1% | +44.6% | +27.5% | +48.5% |
| 5Y | +92.8% | +36.8% | +56.0% | +65.3% |
| All | +553.1% | +224.6% | +328.5% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling