+215.7%
RSP vs MA
+574.5%
-358.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.3% | -1.8% | +1.5% | +0.6% |
| 30D | +4.4% | +11.0% | -6.6% | -0.9% |
| 3M | +1.3% | +17.9% | -16.6% | -6.8% |
| 6M | +10.0% | +33.2% | -23.2% | -5.0% |
| YTD | +17.6% | +16.5% | +1.1% | +7.9% |
| 1Y | +19.2% | +19.1% | +0.1% | +8.0% |
| 3Y | +66.0% | +70.6% | -4.5% | +23.9% |
| 5Y | +50.4% | +92.1% | -41.7% | +3.6% |
| 10Y | +215.7% | +569.6% | -353.9% | +31.2% |
| All | +215.7% | +574.5% | -358.8% | +31.2% |
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