+50.4%
RSP vs MKSI
+81.7%
-31.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | -3.1% | +4.9% | -8.0% | -4.0% |
| 30D | -3.4% | -11.0% | +7.6% | -1.5% |
| 3M | +3.6% | -17.1% | +20.7% | +5.3% |
| 6M | +9.0% | +16.4% | -7.5% | +2.2% |
| YTD | +12.2% | +64.3% | -52.1% | -3.2% |
| 1Y | +15.6% | +137.7% | -122.2% | -9.4% |
| 3Y | +51.6% | +189.1% | -137.5% | +5.2% |
| 5Y | +50.4% | +83.1% | -32.7% | +14.3% |
| All | +50.4% | +81.7% | -31.2% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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