+834.9%
MSCI vs RBA
+204.3%
+630.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | -0.7% | -0.5% | -0.1% | -0.5% |
| 30D | +16.2% | +6.8% | +9.3% | +13.4% |
| 3M | +16.1% | +9.5% | +6.7% | +12.2% |
| 6M | +12.9% | -8.2% | +21.1% | +15.0% |
| YTD | +14.8% | -7.7% | +22.6% | +15.4% |
| 1Y | +13.8% | -6.9% | +20.7% | +13.9% |
| 3Y | +31.2% | +61.6% | -30.4% | +4.1% |
| 5Y | +5.6% | +44.7% | -39.2% | -15.1% |
| All | +834.9% | +204.3% | +630.7% | +416.3% |
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 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