+0.1%
MAS vs RBA
-26.5%
+26.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.8% | -2.9% | +2.2% | +0.1% |
| 30D | -5.6% | -12.3% | +6.7% | -1.7% |
| 3M | +4.4% | -20.5% | +25.0% | +11.5% |
| 6M | +7.2% | -18.5% | +25.7% | +13.2% |
| YTD | +16.1% | -18.2% | +34.3% | +20.3% |
| 1Y | +0.1% | -27.5% | +27.6% | +7.0% |
| All | +0.1% | -26.5% | +26.6% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling