+77.1%
MSI vs RBA
+63.1%
+14.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | +3.2% | +1.7% | +1.5% | +3.0% |
| 30D | +17.6% | +8.3% | +9.2% | +16.4% |
| 3M | +14.5% | +10.5% | +4.0% | +13.0% |
| 6M | +34.3% | -5.9% | +40.1% | +34.6% |
| YTD | +39.7% | -6.9% | +46.6% | +38.3% |
| 1Y | +40.2% | -4.9% | +45.0% | +37.9% |
| 3Y | +77.1% | +64.5% | +12.7% | +61.5% |
| All | +77.1% | +63.1% | +14.0% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling