+421.7%
MAS vs RBA
+3,565.6%
-3,143.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | +4.4% | -20.5% | +25.0% | +12.6% |
| 6M | +7.2% | -18.5% | +25.7% | +14.3% |
| YTD | +16.1% | -18.2% | +34.3% | +23.1% |
| 1Y | +0.1% | -27.5% | +27.6% | +10.6% |
| 3Y | +28.3% | +38.1% | -9.8% | +10.7% |
| 5Y | +30.5% | +44.8% | -14.3% | +7.1% |
| 10Y | +139.1% | +187.1% | -48.0% | +45.3% |
| All | +421.7% | +3,565.6% | -3,143.8% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling