+1,120.4%
RSP vs MOD
+448.5%
+671.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.4% | -1.5% |
| 7D | -1.4% | -34.2% | +32.7% | +5.8% |
| 30D | +2.1% | -51.9% | +54.0% | +15.9% |
| 3M | -0.9% | -53.0% | +52.1% | +12.3% |
| 6M | +7.5% | -66.4% | +73.9% | +27.8% |
| YTD | +14.6% | -31.5% | +46.1% | +16.5% |
| 1Y | +17.6% | -39.6% | +57.2% | +21.5% |
| 3Y | +60.8% | +116.8% | -56.0% | +18.2% |
| 5Y | +46.1% | +713.8% | -667.7% | -22.9% |
| 10Y | +221.4% | +882.7% | -661.3% | +37.4% |
| All | +1,120.4% | +448.5% | +671.9% | +350.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling