+140.2%
MAS vs RBA
+187.5%
-47.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.8% | -2.9% | +2.2% | +0.3% |
| 30D | -5.6% | -12.3% | +6.7% | -1.5% |
| 3M | +4.4% | -20.5% | +25.0% | +12.2% |
| 6M | +7.2% | -18.5% | +25.7% | +13.9% |
| YTD | +16.1% | -18.2% | +34.3% | +22.7% |
| 1Y | +0.1% | -27.5% | +27.6% | +10.1% |
| 3Y | +28.3% | +38.1% | -9.8% | +11.6% |
| 5Y | +30.5% | +44.8% | -14.3% | +8.2% |
| All | +140.2% | +187.5% | -47.4% | +43.9% |
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