+114.0%
MS vs RBA
+48.6%
+65.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | -3.4% | +7.3% | -10.7% | -5.4% |
| 30D | -3.9% | +16.9% | -20.9% | -8.3% |
| 3M | -15.9% | -0.5% | -15.4% | -16.0% |
| 6M | -2.5% | -10.4% | +7.9% | -0.5% |
| YTD | +5.1% | -7.2% | +12.3% | +5.7% |
| 1Y | +13.0% | -2.2% | +15.2% | +11.7% |
| 3Y | +160.7% | +43.7% | +116.9% | +131.4% |
| 5Y | +114.0% | +38.7% | +75.4% | +93.3% |
| All | +114.0% | +48.6% | +65.4% | +93.3% |
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