+1,115.8%
RSP vs MAR
+3,011.3%
-1,895.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.0% | +4.3% | -5.3% | -2.9% |
| 30D | +2.6% | +16.8% | -14.2% | -4.2% |
| 3M | -0.8% | +16.0% | -16.8% | -7.2% |
| 6M | +6.3% | +16.5% | -10.2% | -1.3% |
| YTD | +14.1% | +35.0% | -20.9% | -1.4% |
| 1Y | +18.0% | +49.4% | -31.4% | -2.6% |
| 3Y | +61.0% | +124.1% | -63.0% | +9.1% |
| 5Y | +45.6% | +159.2% | -113.6% | -10.1% |
| 10Y | +220.2% | +553.9% | -333.8% | +14.8% |
| All | +1,115.8% | +3,011.3% | -1,895.5% | +65.6% |
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