+208.0%
RSP vs MAS
+137.9%
+70.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | -0.3% | -5.6% | +5.2% | +1.9% |
| 3M | +4.3% | +4.4% | -0.2% | +1.4% |
| 6M | +8.8% | +7.2% | +1.6% | +3.7% |
| YTD | +15.3% | +16.1% | -0.9% | +5.4% |
| 1Y | +18.3% | +0.1% | +18.2% | +15.2% |
| 3Y | +52.8% | +28.3% | +24.5% | +29.3% |
| 5Y | +51.7% | +30.5% | +21.2% | +24.2% |
| All | +208.0% | +137.9% | +70.0% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling