+64.7%
RSP vs MA
+72.0%
-7.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +0.7% | +1.8% | -1.1% | +0.1% |
| 30D | +3.7% | +11.8% | -8.2% | -0.5% |
| 3M | +0.7% | +17.2% | -16.5% | -5.1% |
| 6M | +9.0% | +33.4% | -24.3% | -2.4% |
| YTD | +16.7% | +16.1% | +0.5% | +10.5% |
| 1Y | +19.0% | +19.9% | -1.0% | +10.8% |
| 3Y | +64.7% | +70.1% | -5.3% | +31.2% |
| All | +64.7% | +72.0% | -7.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling