-10.3%
MSFU vs RBA
-5.8%
-4.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.2% |
| 7D | -2.8% | +1.7% | -4.5% | -3.0% |
| 30D | -5.3% | +8.3% | -13.7% | -6.4% |
| 3M | +7.2% | +10.5% | -3.3% | +5.6% |
| 6M | +51.0% | -5.9% | +56.9% | +47.3% |
| YTD | -1.2% | -6.9% | +5.6% | -2.5% |
| 1Y | -10.3% | -4.9% | -5.5% | -11.8% |
| All | -10.3% | -5.8% | -4.5% | -11.8% |
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