+215.7%
RSP vs MDY
+173.8%
+41.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.5% |
| 30D | +4.4% | +2.1% | +2.3% | +2.6% |
| 3M | +1.3% | -3.6% | +4.9% | +4.3% |
| 6M | +10.0% | +1.7% | +8.3% | +8.2% |
| YTD | +17.6% | +13.8% | +3.8% | +5.1% |
| 1Y | +19.2% | +15.5% | +3.7% | +5.2% |
| 3Y | +66.0% | +58.3% | +7.7% | +10.8% |
| 5Y | +50.4% | +37.4% | +13.0% | +12.4% |
| 10Y | +215.7% | +171.0% | +44.7% | +32.5% |
| All | +215.7% | +173.8% | +41.8% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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