+453.7%
MP vs RSG
+202.3%
+251.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +3.0% | -0.7% | +3.8% | +3.1% |
| 30D | +8.3% | +3.3% | +5.0% | +8.0% |
| 3M | -3.8% | +8.5% | -12.3% | -5.1% |
| 6M | -4.9% | -3.5% | -1.4% | -3.8% |
| YTD | +9.6% | +5.5% | +4.1% | +8.0% |
| 1Y | -11.7% | -1.7% | -10.0% | -11.4% |
| 3Y | +158.5% | +56.9% | +101.6% | +114.5% |
| 5Y | +68.9% | +89.4% | -20.5% | +32.1% |
| All | +453.7% | +202.3% | +251.4% | +265.1% |
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