+208.0%
RSP vs MS
+802.6%
-594.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | -0.8% | +1.4% | -2.1% | -1.4% |
| 30D | -0.3% | -0.3% | -0.1% | -0.3% |
| 3M | +4.3% | +0.3% | +4.0% | +3.5% |
| 6M | +8.8% | +31.3% | -22.5% | -5.0% |
| YTD | +15.3% | +24.7% | -9.4% | +2.5% |
| 1Y | +18.3% | +47.9% | -29.6% | -3.3% |
| 3Y | +52.8% | +178.3% | -125.5% | -10.6% |
| 5Y | +51.7% | +144.9% | -93.2% | -7.5% |
| All | +208.0% | +802.6% | -594.6% | -3.2% |
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