+209.8%
RSP vs MAR
+419.7%
-209.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | -2.5% | -4.7% | +2.1% | -0.8% |
| 3M | +3.0% | -15.6% | +18.6% | +9.2% |
| 6M | +8.9% | +1.2% | +7.7% | +7.6% |
| YTD | +13.0% | +7.5% | +5.5% | +8.8% |
| 1Y | +16.2% | +26.6% | -10.4% | +4.9% |
| 3Y | +52.7% | +66.0% | -13.3% | +22.9% |
| 5Y | +50.5% | +154.1% | -103.6% | +1.3% |
| 10Y | +209.8% | +441.9% | -232.0% | +57.3% |
| All | +209.8% | +419.7% | -209.9% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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