+53.0%
RSP vs MP
+58.1%
-5.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | -0.8% | -2.9% | +2.1% | -0.5% |
| 30D | -0.3% | +13.8% | -14.1% | -1.7% |
| 3M | +4.3% | -16.7% | +21.0% | +5.6% |
| 6M | +8.8% | -11.5% | +20.3% | +8.8% |
| YTD | +15.3% | +7.9% | +7.3% | +12.4% |
| 1Y | +18.3% | -15.0% | +33.3% | +16.6% |
| 3Y | +52.8% | +153.5% | -100.7% | +22.6% |
| All | +53.0% | +58.1% | -5.1% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling