+215.6%
RSP vs MOD
+1,005.7%
-790.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.9% | -7.6% | +0.9% |
| 7D | +0.4% | -13.9% | +14.4% | +2.0% |
| 30D | +3.7% | -41.5% | +45.2% | +11.0% |
| 3M | +0.8% | -45.7% | +46.5% | +8.6% |
| 6M | +9.1% | -61.1% | +70.2% | +22.0% |
| YTD | +16.7% | -20.5% | +37.2% | +15.4% |
| 1Y | +19.7% | -32.1% | +51.8% | +20.6% |
| 3Y | +66.7% | +146.5% | -79.7% | +27.0% |
| 5Y | +48.7% | +812.7% | -764.0% | -14.0% |
| 10Y | +215.6% | +966.8% | -751.3% | +63.0% |
| All | +215.6% | +1,005.7% | -790.2% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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