+15,692.2%
MA vs RBA
+668.6%
+15,023.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +3.2% | +7.3% | -4.2% | +0.9% |
| 30D | +15.9% | +16.9% | -1.0% | +10.2% |
| 3M | +15.2% | -0.5% | +15.6% | +14.9% |
| 6M | +32.4% | -10.4% | +42.8% | +35.6% |
| YTD | +15.6% | -7.2% | +22.9% | +16.4% |
| 1Y | +19.3% | -2.2% | +21.6% | +18.0% |
| 3Y | +73.0% | +43.7% | +29.2% | +48.3% |
| 5Y | +93.7% | +38.7% | +55.1% | +63.5% |
| 10Y | +575.0% | +231.7% | +343.2% | +301.5% |
| All | +15,692.2% | +668.6% | +15,023.6% | +6,026.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling