+53.0%
RSP vs MAR
+165.1%
-112.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | -4.2% | +3.4% | +0.8% |
| 30D | -0.3% | -6.7% | +6.3% | +2.2% |
| 3M | +4.3% | -12.5% | +16.8% | +9.3% |
| 6M | +8.8% | +0.6% | +8.3% | +7.6% |
| YTD | +15.3% | +9.1% | +6.1% | +9.9% |
| 1Y | +18.3% | +26.2% | -7.9% | +5.9% |
| 3Y | +52.8% | +68.2% | -15.3% | +19.7% |
| All | +53.0% | +165.1% | -112.1% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling