+600.0%
RSP vs MA
+17,925.8%
-17,325.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -1.8% |
| 7D | -1.4% | +3.2% | -4.6% | -2.8% |
| 30D | +2.1% | +15.9% | -13.8% | -4.1% |
| 3M | -0.9% | +15.2% | -16.1% | -6.9% |
| 6M | +7.5% | +32.4% | -24.9% | -5.0% |
| YTD | +14.6% | +15.6% | -1.1% | +6.6% |
| 1Y | +17.6% | +19.3% | -1.7% | +7.9% |
| 3Y | +60.8% | +73.0% | -12.2% | +25.1% |
| 5Y | +46.1% | +93.7% | -47.6% | +6.9% |
| 10Y | +221.4% | +575.0% | -353.6% | +38.8% |
| All | +600.0% | +17,925.8% | -17,325.8% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling