+1,064.5%
MOD vs RBA
+207.2%
+857.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.9% | +26.9% | +27.4% |
| 7D | +40.4% | +1.7% | +38.7% | +39.6% |
| 30D | -14.0% | +8.3% | -22.3% | -17.7% |
| 3M | -33.3% | +10.5% | -43.9% | -37.1% |
| 6M | -51.4% | -5.9% | -45.5% | -51.2% |
| YTD | +1.6% | -6.9% | +8.5% | +1.6% |
| 1Y | +5.4% | -4.9% | +10.2% | +4.4% |
| 3Y | +191.0% | +64.5% | +126.5% | +121.1% |
| 5Y | +1,093.1% | +46.1% | +1,047.1% | +825.3% |
| All | +1,064.5% | +207.2% | +857.3% | +505.9% |
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