+1,984.4%
RSG vs MTB
+782.4%
+1,201.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.7% | +2.8% | -3.5% | -1.5% |
| 30D | +3.3% | -4.2% | +7.5% | +4.4% |
| 3M | +8.5% | +7.8% | +0.7% | +6.2% |
| 6M | -3.5% | +14.8% | -18.3% | -7.2% |
| YTD | +5.5% | +20.8% | -15.3% | -0.1% |
| 1Y | -1.7% | +23.1% | -24.8% | -7.6% |
| 3Y | +56.9% | +114.8% | -57.9% | +23.9% |
| 5Y | +89.4% | +103.3% | -13.9% | +46.9% |
| 10Y | +412.5% | +173.0% | +239.6% | +241.9% |
| All | +1,984.4% | +782.4% | +1,201.9% | +736.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling