+65.1%
RSP vs MAR
+120.6%
-55.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.4% | +1.6% | +0.8% | +1.8% |
| 30D | +4.3% | +13.8% | -9.5% | -0.4% |
| 3M | -0.3% | +20.3% | -20.6% | -6.7% |
| 6M | +9.8% | +21.3% | -11.5% | +1.9% |
| YTD | +16.8% | +37.2% | -20.4% | +2.6% |
| 1Y | +19.5% | +48.4% | -28.9% | +1.3% |
| 3Y | +65.1% | +120.1% | -55.0% | +16.8% |
| All | +65.1% | +120.6% | -55.5% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling