+93.3%
MSFU vs RBA
+44.9%
+48.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.4% |
| 7D | +2.5% | +4.3% | -1.8% | +1.1% |
| 30D | -1.3% | +16.3% | -17.6% | -6.1% |
| 3M | +8.6% | +1.3% | +7.3% | +7.9% |
| 6M | +48.4% | -11.1% | +59.5% | +51.6% |
| YTD | +1.6% | -8.5% | +10.0% | +2.2% |
| 1Y | -5.8% | -2.1% | -3.6% | -7.6% |
| 3Y | +30.9% | +44.6% | -13.6% | +14.6% |
| All | +93.3% | +44.9% | +48.5% | +80.2% |
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