-24.5%
MOS vs RBA
+44.2%
-68.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.3% |
| 7D | +22.5% | +7.3% | +15.2% | +20.9% |
| 30D | +6.6% | +16.9% | -10.3% | +3.6% |
| 3M | -3.8% | -0.5% | -3.3% | -3.9% |
| 6M | -2.2% | -10.4% | +8.2% | -1.2% |
| YTD | -4.8% | -7.2% | +2.5% | -5.3% |
| 1Y | -11.7% | -2.2% | -9.5% | -13.5% |
| All | -24.5% | +44.2% | -68.7% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling