+13.8%
MSCI vs RBA
-5.6%
+19.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | +16.2% | +6.8% | +9.3% | +14.9% |
| 3M | +16.1% | +9.5% | +6.7% | +14.4% |
| 6M | +12.9% | -8.2% | +21.1% | +12.3% |
| YTD | +14.8% | -7.7% | +22.6% | +8.2% |
| 1Y | +13.8% | -6.9% | +20.7% | +6.8% |
| All | +13.8% | -5.6% | +19.3% | +6.8% |
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