+35.6%
MSI vs RBA
-4.2%
+39.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.7% |
| 7D | +8.3% | +2.5% | +5.8% | +8.4% |
| 30D | +18.9% | +11.6% | +7.3% | +19.2% |
| 3M | +13.2% | +1.5% | +11.7% | +12.6% |
| 6M | +38.3% | -6.6% | +44.9% | +38.2% |
| YTD | +38.9% | -6.3% | +45.1% | +32.9% |
| All | +35.6% | -4.2% | +39.7% | +29.1% |
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