+7.6%
MOS vs RBA
+224.6%
-216.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.6% |
| 7D | +21.6% | +4.3% | +17.3% | +20.0% |
| 30D | +12.0% | +16.3% | -4.4% | +6.1% |
| 3M | -3.9% | +1.3% | -5.2% | -4.6% |
| 6M | -3.3% | -11.1% | +7.7% | -0.8% |
| YTD | -4.6% | -8.5% | +3.8% | -4.1% |
| 1Y | -7.0% | -2.1% | -4.9% | -8.8% |
| 3Y | -24.4% | +44.6% | -69.0% | -37.7% |
| 5Y | -32.1% | +36.8% | -68.9% | -44.6% |
| All | +7.6% | +224.6% | -216.9% | -48.1% |
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