+54.7%
RSP vs MOD
+300.6%
-245.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -0.9% |
| 7D | -0.8% | +9.6% | -10.4% | -1.7% |
| 30D | -0.3% | 0.0% | -0.4% | -0.5% |
| 3M | +4.3% | -35.4% | +39.7% | +8.5% |
| 6M | +8.8% | -7.3% | +16.1% | +8.0% |
| YTD | +15.3% | +45.8% | -30.5% | +8.2% |
| 1Y | +18.3% | +43.1% | -24.9% | +10.5% |
| All | +54.7% | +300.6% | -245.9% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling