-0.8%
MSFT vs RBA
-26.5%
+25.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.4% | -2.1% |
| 7D | -2.7% | -2.9% | +0.2% | -2.4% |
| 30D | +2.7% | -12.3% | +15.0% | +3.8% |
| 3M | +17.0% | -20.5% | +37.5% | +18.0% |
| 6M | +23.8% | -18.5% | +42.4% | +24.0% |
| YTD | +4.0% | -18.2% | +22.2% | +4.3% |
| 1Y | -0.8% | -27.5% | +26.7% | +1.6% |
| All | -0.8% | -26.5% | +25.7% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling