+138.5%
RSP vs MP
+291.5%
-153.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.1% |
| 7D | +2.4% | +9.5% | -7.1% | +1.6% |
| 30D | +4.3% | -3.0% | +7.3% | +4.4% |
| 3M | -0.3% | -30.4% | +30.0% | +2.4% |
| 6M | +9.8% | -39.2% | +49.0% | +13.6% |
| YTD | +16.8% | -23.3% | +40.1% | +17.3% |
| 1Y | +19.5% | -32.6% | +52.1% | +21.1% |
| 3Y | +65.1% | +159.3% | -94.1% | +36.0% |
| 5Y | +48.7% | -16.4% | +65.2% | +34.4% |
| All | +138.5% | +291.5% | -153.0% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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