+34.1%
MSCI vs RBA
+42.3%
-8.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -2.0% |
| 7D | +2.8% | +4.3% | -1.4% | +1.9% |
| 30D | +15.4% | +16.3% | -0.9% | +11.4% |
| 3M | +13.4% | +1.3% | +12.1% | +12.7% |
| 6M | +10.9% | -11.1% | +22.0% | +12.7% |
| YTD | +13.0% | -8.5% | +21.4% | +12.6% |
| 1Y | +12.0% | -2.1% | +14.2% | +9.3% |
| 3Y | +34.1% | +44.6% | -10.5% | +21.3% |
| All | +34.1% | +42.3% | -8.2% | +21.3% |
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 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