+1,156.7%
RSP vs MAS
+673.5%
+483.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.6% | -3.8% | -0.3% |
| 7D | +2.7% | +14.2% | -11.4% | -2.4% |
| 30D | +5.8% | +26.8% | -21.0% | -3.6% |
| 3M | +1.8% | +13.1% | -11.3% | -3.3% |
| 6M | +11.6% | +27.9% | -16.3% | +0.4% |
| YTD | +18.0% | +38.7% | -20.7% | +1.8% |
| 1Y | +21.8% | +40.4% | -18.5% | +4.5% |
| 3Y | +65.6% | +66.1% | -0.5% | +30.4% |
| 5Y | +51.6% | +47.4% | +4.2% | +22.6% |
| 10Y | +231.0% | +238.3% | -7.4% | +89.9% |
| All | +1,156.7% | +673.5% | +483.2% | +283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling