+37.1%
MSFU vs RBA
-16.5%
+53.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | -5.7% | -2.9% | -2.8% | -5.4% |
| 30D | +4.2% | -12.3% | +16.5% | +4.8% |
| 3M | +27.9% | -20.5% | +48.4% | +23.9% |
| 6M | +37.1% | -18.5% | +55.7% | +31.5% |
| All | +37.1% | -16.5% | +53.6% | +31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling