+88.5%
MA vs RBA
+45.7%
+42.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +1.3% | +1.7% | -0.4% | +0.9% |
| 30D | +9.6% | +8.3% | +1.3% | +7.3% |
| 3M | +16.8% | +10.5% | +6.2% | +13.6% |
| 6M | +35.2% | -5.9% | +41.1% | +35.9% |
| YTD | +16.6% | -6.9% | +23.4% | +16.9% |
| 1Y | +19.8% | -4.9% | +24.6% | +19.4% |
| 3Y | +70.7% | +64.5% | +6.2% | +47.5% |
| All | +88.5% | +45.7% | +42.8% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling