+133.9%
RSP vs MP
+240.8%
-106.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.0% | +3.2% | -2.4% |
| 7D | -1.4% | -19.0% | +17.5% | +0.3% |
| 30D | +2.1% | -30.5% | +32.6% | +5.2% |
| 3M | -0.9% | -29.6% | +28.6% | +1.7% |
| 6M | +7.5% | -50.4% | +57.9% | +13.2% |
| YTD | +14.6% | -33.2% | +47.8% | +16.5% |
| 1Y | +17.6% | -38.6% | +56.2% | +20.0% |
| 3Y | +60.8% | +105.5% | -44.7% | +35.4% |
| 5Y | +46.1% | -7.8% | +54.0% | +31.7% |
| All | +133.9% | +240.8% | -106.9% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling