+211.0%
RSP vs MS
+549.7%
-338.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +2.4% | +5.1% | -2.7% | +0.1% |
| 30D | +4.3% | +5.7% | -1.4% | +1.5% |
| 3M | -0.3% | -12.2% | +11.8% | +5.3% |
| 6M | +9.8% | -0.5% | +10.3% | +8.8% |
| YTD | +16.8% | +9.8% | +7.0% | +9.7% |
| 1Y | +19.5% | +17.7% | +1.8% | +8.4% |
| 3Y | +65.1% | +176.8% | -111.7% | -3.9% |
| 5Y | +48.7% | +123.7% | -75.0% | -6.0% |
| All | +211.0% | +549.7% | -338.8% | +14.8% |
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