+76.3%
MSFU vs RBA
+29.4%
+46.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | -5.7% | -2.9% | -2.8% | -4.8% |
| 30D | +4.2% | -12.3% | +16.5% | +8.5% |
| 3M | +27.9% | -20.5% | +48.4% | +35.7% |
| 6M | +37.1% | -18.5% | +55.7% | +43.8% |
| YTD | -7.4% | -18.2% | +10.9% | -3.2% |
| 1Y | -19.6% | -27.5% | +7.9% | -12.3% |
| 3Y | +33.2% | +38.1% | -4.9% | +18.5% |
| All | +76.3% | +29.4% | +46.9% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling