+1,127.7%
RSP vs MAR
+2,413.9%
-1,286.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.8% | -4.2% | +3.4% | +1.1% |
| 30D | -0.3% | -6.7% | +6.3% | +2.6% |
| 3M | +4.3% | -12.5% | +16.8% | +10.0% |
| 6M | +8.8% | +0.6% | +8.3% | +7.6% |
| YTD | +15.3% | +9.1% | +6.1% | +9.5% |
| 1Y | +18.3% | +26.2% | -7.9% | +4.9% |
| 3Y | +52.8% | +68.2% | -15.3% | +17.4% |
| 5Y | +51.7% | +163.9% | -112.2% | -7.5% |
| 10Y | +208.5% | +420.6% | -212.1% | +22.3% |
| All | +1,127.7% | +2,413.9% | -1,286.2% | +83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling