+17.9%
RSP vs MP
-39.6%
+57.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.8% | -1.0% |
| 7D | +1.8% | +11.0% | -9.2% | +1.2% |
| 30D | +3.5% | -11.7% | +15.2% | +4.1% |
| 3M | +0.2% | -30.8% | +31.0% | +1.9% |
| 6M | +9.1% | -42.9% | +52.0% | +11.9% |
| YTD | +16.6% | -25.9% | +42.5% | +16.5% |
| 1Y | +17.9% | -37.3% | +55.2% | +18.6% |
| All | +17.9% | -39.6% | +57.5% | +18.6% |
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 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