+893.1%
MSFT vs RBA
+228.6%
+664.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +1.7% | +4.3% | -2.6% | +0.5% |
| 30D | +0.2% | +16.3% | -16.2% | -4.1% |
| 3M | +6.4% | +1.3% | +5.0% | +5.6% |
| 6M | +28.7% | -11.1% | +39.8% | +31.4% |
| YTD | +10.4% | -8.5% | +18.9% | +11.2% |
| 1Y | +7.6% | -2.1% | +9.7% | +6.1% |
| 3Y | +52.3% | +44.6% | +7.8% | +31.6% |
| 5Y | +64.5% | +36.8% | +27.7% | +40.9% |
| All | +893.1% | +228.6% | +664.5% | +513.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling