+808.5%
MS vs RBA
+187.5%
+621.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.1% |
| 7D | +1.4% | -2.9% | +4.3% | +2.5% |
| 30D | -0.3% | -12.3% | +12.0% | +4.4% |
| 3M | +0.3% | -20.5% | +20.8% | +7.6% |
| 6M | +31.3% | -18.5% | +49.9% | +39.2% |
| YTD | +24.7% | -18.2% | +42.9% | +31.7% |
| 1Y | +47.9% | -27.5% | +75.4% | +63.2% |
| 3Y | +178.3% | +38.1% | +140.3% | +138.8% |
| 5Y | +144.9% | +44.8% | +100.1% | +98.8% |
| All | +808.5% | +187.5% | +621.0% | +385.4% |
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