-20.6%
MOH vs RBA
+36.6%
-57.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.3% |
| 7D | -1.3% | -3.3% | +2.0% | -0.9% |
| 30D | +3.0% | -9.8% | +12.7% | +4.0% |
| 3M | +1.2% | -23.5% | +24.7% | +3.9% |
| 6M | +41.7% | -21.5% | +63.2% | +45.0% |
| YTD | +15.4% | -21.2% | +36.6% | +17.3% |
| 1Y | +11.8% | -30.2% | +42.0% | +15.3% |
| 3Y | -37.5% | +25.3% | -62.8% | -40.7% |
| 5Y | -20.6% | +35.1% | -55.8% | -25.2% |
| All | -20.6% | +36.6% | -57.2% | -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