+32.3%
MSCI vs RBA
+51.9%
-19.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +2.7% | +3.2% | -0.5% | +1.9% |
| 30D | +16.2% | +12.0% | +4.2% | +12.9% |
| 3M | +17.1% | +2.9% | +14.2% | +15.9% |
| 6M | +13.0% | -6.3% | +19.3% | +13.4% |
| YTD | +15.8% | -5.9% | +21.7% | +14.4% |
| 1Y | +15.5% | -3.9% | +19.4% | +13.2% |
| 3Y | +32.3% | +64.9% | -32.6% | +10.4% |
| All | +32.3% | +51.9% | -19.5% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling