+800.7%
MSCI vs RBA
+225.5%
+575.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +2.7% | +3.2% | -0.5% | +1.5% |
| 30D | +16.2% | +12.0% | +4.2% | +11.5% |
| 3M | +17.1% | +2.9% | +14.2% | +15.5% |
| 6M | +13.0% | -6.3% | +19.3% | +14.2% |
| YTD | +15.8% | -5.9% | +21.7% | +15.5% |
| 1Y | +15.5% | -3.9% | +19.4% | +14.2% |
| 3Y | +32.3% | +64.9% | -32.6% | +4.2% |
| 5Y | +8.2% | +48.5% | -40.3% | -13.9% |
| 10Y | +800.7% | +211.8% | +588.9% | +393.4% |
| All | +800.7% | +225.5% | +575.2% | +393.4% |
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