+61.7%
MAS vs RBA
+44.2%
+17.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +4.6% | +7.3% | -2.8% | +2.3% |
| 30D | +19.9% | +16.9% | +2.9% | +14.1% |
| 3M | +8.9% | -0.5% | +9.4% | +8.8% |
| 6M | +20.2% | -10.4% | +30.6% | +23.4% |
| YTD | +33.9% | -7.2% | +41.1% | +35.1% |
| 1Y | +34.7% | -2.2% | +36.9% | +33.6% |
| All | +61.7% | +44.2% | +17.5% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling