+124.2%
MSI vs RBA
+45.7%
+78.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | 0.0% |
| 7D | +3.2% | +1.7% | +1.5% | +2.9% |
| 30D | +17.6% | +8.3% | +9.2% | +15.9% |
| 3M | +14.5% | +10.5% | +4.0% | +12.4% |
| 6M | +34.3% | -5.9% | +40.1% | +34.8% |
| YTD | +39.7% | -6.9% | +46.6% | +39.2% |
| 1Y | +40.2% | -4.9% | +45.0% | +38.9% |
| 3Y | +77.1% | +64.5% | +12.7% | +55.0% |
| All | +124.2% | +45.7% | +78.5% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling