+568.4%
MA vs RBA
+225.5%
+343.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.8% | +3.2% | -1.4% | +0.8% |
| 30D | +11.8% | +12.0% | -0.2% | +8.0% |
| 3M | +17.2% | +2.9% | +14.3% | +15.8% |
| 6M | +33.4% | -6.3% | +39.7% | +34.5% |
| YTD | +16.1% | -5.9% | +22.0% | +16.3% |
| 1Y | +19.9% | -3.9% | +23.8% | +19.2% |
| 3Y | +70.1% | +64.9% | +5.2% | +41.0% |
| 5Y | +89.6% | +48.5% | +41.2% | +58.1% |
| 10Y | +568.4% | +211.8% | +356.6% | +298.8% |
| All | +568.4% | +225.5% | +343.0% | +298.8% |
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