+27.5%
MSI vs RBA
-2.0%
+29.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.3% |
| 7D | +2.8% | +12.7% | -9.8% | +3.2% |
| 30D | +9.1% | +15.5% | -6.4% | +9.6% |
| 3M | +12.5% | -14.0% | +26.6% | +11.3% |
| 6M | +14.2% | -8.8% | +23.0% | +13.8% |
| YTD | +30.7% | -6.9% | +37.6% | +25.4% |
| 1Y | +27.5% | -3.0% | +30.5% | +21.0% |
| All | +27.5% | -2.0% | +29.5% | +21.0% |
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