+1,580.5%
RSG vs MKTX
+1,442.6%
+137.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | +4.0% | +0.7% | +3.2% | +3.8% |
| 3M | +7.4% | +40.8% | -33.4% | +0.8% |
| 6M | +0.1% | -8.0% | +8.1% | +0.5% |
| YTD | +6.0% | -8.7% | +14.8% | +6.5% |
| 1Y | -3.0% | -11.8% | +8.9% | -2.1% |
| 3Y | +56.5% | -24.0% | +80.5% | +58.6% |
| 5Y | +90.9% | -60.3% | +151.2% | +111.8% |
| 10Y | +428.7% | +5.0% | +423.7% | +383.0% |
| All | +1,580.5% | +1,442.6% | +137.9% | +751.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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