+210.3%
RSP vs MO
+152.5%
+57.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +1.8% | +0.4% | +1.3% | +1.6% |
| 30D | +3.5% | +8.9% | -5.4% | +0.5% |
| 3M | +0.2% | +23.0% | -22.8% | -6.7% |
| 6M | +9.1% | +15.0% | -5.8% | +3.3% |
| YTD | +16.6% | +41.7% | -25.1% | +1.6% |
| 1Y | +17.9% | +43.3% | -25.4% | +2.3% |
| 3Y | +64.6% | +143.2% | -78.6% | +13.3% |
| 5Y | +48.4% | +154.7% | -106.3% | -1.7% |
| All | +210.3% | +152.5% | +57.8% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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