+970.9%
MSI vs RBA
+3,565.6%
-2,594.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -3.7% | -2.9% | -0.8% | -3.0% |
| 30D | +6.8% | -12.3% | +19.1% | +10.0% |
| 3M | +14.3% | -20.5% | +34.8% | +19.9% |
| 6M | -1.6% | -18.5% | +17.0% | +2.4% |
| YTD | +22.8% | -18.2% | +41.0% | +26.8% |
| 1Y | -1.1% | -27.5% | +26.4% | +5.1% |
| 3Y | +70.5% | +38.1% | +32.4% | +52.6% |
| 5Y | +102.8% | +44.8% | +58.0% | +75.2% |
| 10Y | +597.4% | +187.1% | +410.3% | +390.7% |
| All | +970.9% | +3,565.6% | -2,594.7% | +348.7% |
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