+2,781.3%
MSCI vs RBA
+453.5%
+2,327.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +6.0% | +7.3% | -1.3% | +3.4% |
| 30D | +18.2% | +16.9% | +1.3% | +11.6% |
| 3M | +15.1% | -0.5% | +15.6% | +14.9% |
| 6M | +13.7% | -10.4% | +24.1% | +16.9% |
| YTD | +15.6% | -7.2% | +22.8% | +16.2% |
| 1Y | +16.3% | -2.2% | +18.6% | +14.5% |
| 3Y | +36.9% | +43.7% | -6.8% | +14.4% |
| 5Y | +6.3% | +38.7% | -32.4% | -12.1% |
| 10Y | +823.0% | +231.7% | +591.3% | +423.5% |
| All | +2,781.3% | +453.5% | +2,327.8% | +1,052.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling