+46.1%
RSP vs MAS
+41.7%
+4.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -1.7% |
| 7D | -1.4% | +4.6% | -6.0% | -3.1% |
| 30D | +2.1% | +19.9% | -17.7% | -4.5% |
| 3M | -0.9% | +8.9% | -9.8% | -4.3% |
| 6M | +7.5% | +20.2% | -12.6% | -0.7% |
| YTD | +14.6% | +33.9% | -19.3% | +0.1% |
| 1Y | +17.6% | +34.7% | -17.0% | +2.4% |
| 3Y | +60.8% | +60.4% | +0.4% | +25.8% |
| 5Y | +46.1% | +43.5% | +2.7% | +18.0% |
| All | +46.1% | +41.7% | +4.5% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling