+103.9%
MSFU vs RBA
+48.4%
+55.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.0% | +4.7% |
| 7D | +14.6% | +2.5% | +12.1% | +13.8% |
| 30D | +2.1% | +11.6% | -9.5% | -1.4% |
| 3M | +14.7% | +1.5% | +13.2% | +13.9% |
| 6M | +55.7% | -6.6% | +62.3% | +56.6% |
| YTD | +7.1% | -6.3% | +13.4% | +7.0% |
| 1Y | -0.5% | -4.0% | +3.4% | -1.5% |
| 3Y | +35.7% | +47.3% | -11.5% | +18.2% |
| All | +103.9% | +48.4% | +55.5% | +88.6% |
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 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