+1,406.0%
MOH vs RBA
+1,898.6%
-492.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | +0.4% | -2.9% | +3.3% | +1.1% |
| 30D | +2.9% | -12.3% | +15.2% | +5.9% |
| 3M | +4.1% | -20.5% | +24.7% | +9.1% |
| 6M | +33.8% | -18.5% | +52.4% | +39.2% |
| YTD | +15.7% | -18.2% | +33.9% | +19.5% |
| 1Y | +17.5% | -27.5% | +45.0% | +24.6% |
| 3Y | -35.3% | +38.1% | -73.4% | -42.4% |
| 5Y | -26.9% | +44.8% | -71.7% | -37.4% |
| 10Y | +262.9% | +187.1% | +75.8% | +150.5% |
| All | +1,406.0% | +1,898.6% | -492.6% | +715.9% |
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 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