+847.5%
MSCI vs RBA
+207.2%
+640.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +3.0% | +1.7% | +1.3% | +2.4% |
| 30D | +17.8% | +8.3% | +9.4% | +14.4% |
| 3M | +15.2% | +10.5% | +4.6% | +10.8% |
| 6M | +16.5% | -5.9% | +22.3% | +17.5% |
| YTD | +16.4% | -6.9% | +23.2% | +16.6% |
| 1Y | +16.8% | -4.9% | +21.7% | +15.9% |
| 3Y | +35.8% | +64.5% | -28.7% | +7.0% |
| 5Y | +7.0% | +46.1% | -39.1% | -14.3% |
| All | +847.5% | +207.2% | +640.3% | +421.4% |
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