+210.3%
RSP vs MS
+544.7%
-334.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +1.8% | +3.7% | -1.9% | +0.1% |
| 30D | +3.5% | +2.0% | +1.5% | +2.4% |
| 3M | +0.2% | -12.6% | +12.8% | +6.1% |
| 6M | +9.1% | -0.3% | +9.4% | +8.0% |
| YTD | +16.6% | +9.0% | +7.6% | +9.8% |
| 1Y | +17.9% | +13.9% | +4.1% | +8.7% |
| 3Y | +64.6% | +173.6% | -109.0% | -3.7% |
| 5Y | +48.4% | +122.0% | -73.6% | -5.9% |
| All | +210.3% | +544.7% | -334.4% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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