+1,143.3%
RSP vs MAR
+3,016.4%
-1,873.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +3.7% | +14.0% | -10.3% | -2.1% |
| 3M | +0.8% | +18.1% | -17.3% | -6.5% |
| 6M | +9.1% | +18.6% | -9.5% | +0.5% |
| YTD | +16.7% | +35.3% | -18.5% | +0.8% |
| 1Y | +19.7% | +44.5% | -24.8% | +0.3% |
| 3Y | +66.7% | +120.7% | -54.0% | +13.8% |
| 5Y | +48.7% | +164.1% | -115.4% | -9.0% |
| 10Y | +215.6% | +515.5% | -299.9% | +16.6% |
| All | +1,143.3% | +3,016.4% | -1,873.1% | +69.2% |
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