+222.1%
MAS vs RBA
+229.0%
-6.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +4.6% | +7.3% | -2.8% | +2.1% |
| 30D | +19.9% | +16.9% | +2.9% | +13.7% |
| 3M | +8.9% | -0.5% | +9.4% | +8.8% |
| 6M | +20.2% | -10.4% | +30.6% | +23.7% |
| YTD | +33.9% | -7.2% | +41.1% | +35.4% |
| 1Y | +34.7% | -2.2% | +36.9% | +33.8% |
| 3Y | +60.4% | +43.7% | +16.7% | +38.0% |
| 5Y | +43.5% | +38.7% | +4.8% | +21.8% |
| All | +222.1% | +229.0% | -6.9% | +91.2% |
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 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