+261.9%
MOH vs RBA
+206.5%
+55.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.2% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -0.9% | -2.9% | +2.0% | -0.4% |
| 3M | +5.7% | -20.9% | +26.6% | +10.3% |
| 6M | +39.1% | -17.7% | +56.8% | +43.8% |
| YTD | +17.7% | -18.2% | +35.9% | +20.9% |
| 1Y | +8.4% | -29.1% | +37.5% | +14.7% |
| 3Y | -36.6% | +29.5% | -66.1% | -42.5% |
| 5Y | -19.1% | +40.2% | -59.3% | -30.1% |
| All | +261.9% | +206.5% | +55.4% | +137.6% |
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