+1,156.7%
RSP vs MOD
+491.5%
+665.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -21.4% | +23.3% | +5.9% |
| 7D | +2.7% | -31.3% | +34.0% | +9.4% |
| 30D | +5.8% | -46.1% | +51.9% | +17.6% |
| 3M | +1.8% | -51.1% | +52.9% | +14.6% |
| 6M | +11.6% | -62.1% | +73.7% | +29.6% |
| YTD | +18.0% | -26.2% | +44.2% | +18.3% |
| 1Y | +21.8% | -32.6% | +54.4% | +23.3% |
| 3Y | +65.6% | +133.8% | -68.3% | +20.0% |
| 5Y | +51.6% | +792.8% | -741.1% | -21.4% |
| 10Y | +231.0% | +959.8% | -728.8% | +39.6% |
| All | +1,156.7% | +491.5% | +665.2% | +357.3% |
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