+47.4%
MAS vs RBA
+52.0%
-4.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.6% | +5.0% |
| 7D | +14.2% | +12.7% | +1.5% | +10.2% |
| 30D | +26.8% | +15.5% | +11.3% | +21.4% |
| 3M | +13.1% | -14.0% | +27.2% | +17.6% |
| 6M | +27.9% | -8.8% | +36.7% | +30.6% |
| YTD | +38.7% | -6.9% | +45.6% | +40.0% |
| 1Y | +40.4% | -3.0% | +43.4% | +39.9% |
| 3Y | +66.1% | +44.2% | +21.9% | +46.8% |
| 5Y | +47.4% | +50.6% | -3.2% | +25.2% |
| All | +47.4% | +52.0% | -4.6% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling