+287.6%
MP vs RSG
+246.2%
+41.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | +2.5% | +7.0% | +9.4% |
| 30D | -3.0% | +12.7% | -15.7% | -3.6% |
| 3M | -30.4% | +17.9% | -48.3% | -31.0% |
| 6M | -39.2% | +25.0% | -64.2% | -40.6% |
| YTD | -23.3% | +20.8% | -44.1% | -25.0% |
| 1Y | -32.6% | +24.3% | -56.9% | -34.7% |
| 3Y | +159.3% | +65.3% | +94.0% | +121.3% |
| 5Y | -16.4% | +99.1% | -115.5% | -34.2% |
| All | +287.6% | +246.2% | +41.4% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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