+55.3%
RSG vs MTB
+113.5%
-58.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | +2.8% | -4.6% | +7.4% | +3.2% |
| 3M | +4.3% | +7.4% | -3.1% | +3.7% |
| 6M | -0.5% | +18.7% | -19.2% | -1.9% |
| YTD | +5.2% | +21.1% | -15.8% | +3.5% |
| 1Y | -2.1% | +24.1% | -26.2% | -4.0% |
| All | +55.3% | +113.5% | -58.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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