+213.2%
RSP vs MAR
+528.1%
-315.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.0% |
| 7D | +0.7% | +2.9% | -2.1% | -0.3% |
| 30D | +3.7% | +17.0% | -13.4% | -2.2% |
| 3M | +0.7% | +23.2% | -22.5% | -6.9% |
| 6M | +9.0% | +21.7% | -12.7% | +0.8% |
| YTD | +16.7% | +38.9% | -22.2% | +2.1% |
| 1Y | +19.0% | +48.7% | -29.7% | +1.3% |
| 3Y | +64.7% | +122.9% | -58.2% | +18.9% |
| 5Y | +49.6% | +177.5% | -127.9% | -2.5% |
| 10Y | +213.2% | +537.5% | -324.4% | +56.5% |
| All | +213.2% | +528.1% | -315.0% | +56.5% |
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