+154.3%
MP vs RSG
+59.4%
+95.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.0% |
| 7D | -2.9% | +0.3% | -3.1% | -2.7% |
| 30D | +13.8% | +7.6% | +6.2% | +17.0% |
| 3M | -16.7% | +7.4% | -24.1% | -14.3% |
| 6M | -11.5% | -3.3% | -8.2% | -8.4% |
| YTD | +7.9% | +6.0% | +1.9% | +11.2% |
| 1Y | -15.0% | -3.7% | -11.4% | -12.2% |
| All | +154.3% | +59.4% | +95.0% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling