+521.8%
MA vs RBA
+187.5%
+334.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.7% | -2.9% | +0.2% | -1.8% |
| 30D | +1.5% | -12.3% | +13.8% | +5.4% |
| 3M | +20.4% | -20.5% | +41.0% | +27.9% |
| 6M | +11.1% | -18.5% | +29.7% | +16.9% |
| YTD | +2.0% | -18.2% | +20.2% | +6.7% |
| 1Y | -2.2% | -27.5% | +25.4% | +6.2% |
| 3Y | +41.9% | +38.1% | +3.8% | +23.9% |
| 5Y | +75.4% | +44.8% | +30.6% | +46.5% |
| All | +521.8% | +187.5% | +334.3% | +286.4% |
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