+16.2%
MS vs RBA
-3.8%
+20.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.8% | +3.2% | -2.4% | +0.2% |
| 30D | -0.7% | +12.0% | -12.7% | -3.0% |
| 3M | -12.4% | +2.9% | -15.3% | -12.8% |
| 6M | -1.7% | -6.3% | +4.5% | -2.6% |
| YTD | +8.0% | -5.9% | +13.9% | +5.1% |
| 1Y | +16.2% | -3.9% | +20.1% | +12.2% |
| All | +16.2% | -3.8% | +20.0% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling