-92.0%
MSTU vs RBA
+13.4%
-105.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.5% | -11.4% | -11.4% |
| 7D | -23.0% | -0.5% | -22.4% | -22.6% |
| 30D | -47.7% | +6.8% | -54.5% | -51.4% |
| 3M | +12.5% | +9.5% | +3.1% | +0.7% |
| 6M | -76.1% | -8.2% | -67.9% | -76.5% |
| YTD | -75.5% | -7.7% | -67.8% | -76.9% |
| 1Y | -90.1% | -6.9% | -83.2% | -90.8% |
| All | -92.0% | +13.4% | -105.4% | -94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling