-18.0%
MOS vs RBA
-26.5%
+8.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +9.5% | -2.9% | +12.5% | +9.7% |
| 30D | +10.4% | -12.3% | +22.7% | +11.2% |
| 3M | +12.9% | -20.5% | +33.4% | +13.1% |
| 6M | +1.2% | -18.5% | +19.8% | +0.7% |
| YTD | +9.3% | -18.2% | +27.5% | +7.4% |
| 1Y | -18.0% | -27.5% | +9.5% | -20.0% |
| All | -18.0% | -26.5% | +8.6% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling