-9.6%
MOS vs RBA
+45.3%
-54.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +9.5% | -2.9% | +12.5% | +10.2% |
| 30D | +10.4% | -12.3% | +22.7% | +13.3% |
| 3M | +12.9% | -20.5% | +33.4% | +17.3% |
| 6M | +1.2% | -18.5% | +19.8% | +4.3% |
| YTD | +9.3% | -18.2% | +27.5% | +12.2% |
| 1Y | -18.0% | -27.5% | +9.5% | -13.5% |
| 3Y | -29.0% | +38.1% | -67.1% | -35.5% |
| All | -9.6% | +45.3% | -54.8% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling