+133.0%
RSP vs MP
+257.7%
-124.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.8% |
| 7D | -1.0% | -10.5% | +9.5% | -0.1% |
| 30D | +2.6% | -23.5% | +26.1% | +4.8% |
| 3M | -0.8% | -25.4% | +24.7% | +1.3% |
| 6M | +6.3% | -51.3% | +57.5% | +12.0% |
| YTD | +14.1% | -29.9% | +44.0% | +15.5% |
| 1Y | +18.0% | -31.8% | +49.9% | +19.3% |
| 3Y | +61.0% | +127.0% | -66.0% | +34.3% |
| 5Y | +45.6% | -3.3% | +48.9% | +30.7% |
| All | +133.0% | +257.7% | -124.7% | +80.6% |
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