+3.8%
MSCI vs RBA
+37.7%
-33.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -1.8% |
| 7D | +2.8% | +4.3% | -1.4% | +1.5% |
| 30D | +15.4% | +16.3% | -0.9% | +9.9% |
| 3M | +13.4% | +1.3% | +12.1% | +12.6% |
| 6M | +10.9% | -11.1% | +22.0% | +13.8% |
| YTD | +13.0% | -8.5% | +21.4% | +13.4% |
| 1Y | +12.0% | -2.1% | +14.2% | +9.5% |
| 3Y | +34.1% | +44.6% | -10.5% | +11.6% |
| All | +3.8% | +37.7% | -33.9% | -5.9% |
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