+213.2%
RSP vs MA
+554.9%
-341.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +0.7% | +1.8% | -1.1% | -0.1% |
| 30D | +3.7% | +11.8% | -8.2% | -1.9% |
| 3M | +0.7% | +17.2% | -16.5% | -7.0% |
| 6M | +9.0% | +33.4% | -24.3% | -5.9% |
| YTD | +16.7% | +16.1% | +0.5% | +7.2% |
| 1Y | +19.0% | +19.9% | -1.0% | +7.4% |
| 3Y | +64.7% | +70.1% | -5.3% | +23.1% |
| 5Y | +49.6% | +89.6% | -40.0% | +3.7% |
| 10Y | +213.2% | +568.4% | -355.3% | +30.4% |
| All | +213.2% | +554.9% | -341.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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