-28.3%
MOS vs RBA
+36.9%
-65.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +9.5% | -2.9% | +12.5% | +10.1% |
| 30D | +10.4% | -12.3% | +22.7% | +13.2% |
| 3M | +12.9% | -20.5% | +33.4% | +16.9% |
| 6M | +1.2% | -18.5% | +19.8% | +3.8% |
| YTD | +9.3% | -18.2% | +27.5% | +11.5% |
| 1Y | -18.0% | -27.5% | +9.5% | -13.6% |
| All | -28.3% | +36.9% | -65.2% | -36.0% |
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 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