-7.5%
MSCI vs RBA
+45.3%
-52.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.4% | -2.9% | +3.3% | +1.3% |
| 30D | +0.6% | -12.3% | +12.9% | +4.6% |
| 3M | -7.1% | -20.5% | +13.4% | -1.1% |
| 6M | +0.8% | -18.5% | +19.4% | +6.2% |
| YTD | +1.0% | -18.2% | +19.2% | +5.2% |
| 1Y | +4.3% | -27.5% | +31.8% | +13.4% |
| 3Y | +9.9% | +38.1% | -28.1% | -7.3% |
| All | -7.5% | +45.3% | -52.7% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling