+597.3%
RSP vs MA
+17,837.3%
-17,240.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.0% | +2.3% | -3.3% | -2.0% |
| 30D | +2.6% | +14.7% | -12.1% | -3.3% |
| 3M | -0.8% | +13.5% | -14.3% | -6.2% |
| 6M | +6.3% | +33.1% | -26.8% | -6.3% |
| YTD | +14.1% | +15.1% | -0.9% | +6.4% |
| 1Y | +18.0% | +18.7% | -0.7% | +8.5% |
| 3Y | +61.0% | +72.1% | -11.1% | +25.5% |
| 5Y | +45.6% | +92.8% | -47.2% | +6.7% |
| 10Y | +220.2% | +571.6% | -351.5% | +38.6% |
| All | +597.3% | +17,837.3% | -17,240.0% | +25.5% |
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