+19.2%
RSP vs MP
-42.0%
+61.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -0.3% | +2.3% | -2.6% | -0.4% |
| 30D | +4.4% | -15.3% | +19.7% | +5.2% |
| 3M | +1.3% | -33.5% | +34.8% | +3.2% |
| 6M | +10.0% | -45.5% | +55.5% | +13.1% |
| YTD | +17.6% | -27.3% | +44.9% | +17.7% |
| 1Y | +19.2% | -40.7% | +59.9% | +20.3% |
| All | +19.2% | -42.0% | +61.3% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling