+62.4%
MSFT vs RBA
+45.7%
+16.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | -1.3% | +1.7% | -3.0% | -1.6% |
| 30D | -1.8% | +8.3% | -10.2% | -3.6% |
| 3M | +5.6% | +10.5% | -4.9% | +3.2% |
| 6M | +29.8% | -5.9% | +35.7% | +30.2% |
| YTD | +9.0% | -6.9% | +15.9% | +9.1% |
| 1Y | +4.9% | -4.9% | +9.8% | +4.4% |
| 3Y | +46.2% | +64.5% | -18.2% | +26.0% |
| All | +62.4% | +45.7% | +16.7% | +45.2% |
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 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