+50.4%
RSP vs MGY
+85.2%
-34.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.1% | +1.8% | -4.9% | -3.5% |
| 30D | -3.4% | +6.5% | -9.9% | -4.6% |
| 3M | +3.6% | +0.3% | +3.3% | +3.2% |
| 6M | +9.0% | -2.4% | +11.4% | +8.5% |
| YTD | +12.2% | +29.0% | -16.8% | +5.0% |
| 1Y | +15.6% | +17.0% | -1.5% | +10.2% |
| 3Y | +51.6% | +26.2% | +25.5% | +39.8% |
| 5Y | +50.4% | +92.3% | -41.9% | +27.1% |
| All | +50.4% | +85.2% | -34.7% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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