+1,080.2%
MSI vs RBA
+4,003.4%
-2,923.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +4.7% | +4.3% | +0.4% | +3.6% |
| 30D | +14.8% | +16.3% | -1.6% | +10.6% |
| 3M | +8.8% | +1.3% | +7.5% | +8.1% |
| 6M | +19.3% | -11.1% | +30.4% | +21.6% |
| YTD | +35.3% | -8.5% | +43.8% | +35.8% |
| 1Y | +33.8% | -2.1% | +35.9% | +31.9% |
| 3Y | +74.4% | +44.6% | +29.9% | +54.4% |
| 5Y | +120.5% | +36.8% | +83.7% | +93.5% |
| 10Y | +685.2% | +227.3% | +457.9% | +435.0% |
| All | +1,080.2% | +4,003.4% | -2,923.2% | +380.6% |
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