+46.1%
RSP vs MS
+110.9%
-64.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +3.1% | -0.5% |
| 7D | -1.4% | -3.4% | +2.0% | -0.1% |
| 30D | +2.1% | -3.9% | +6.0% | +3.6% |
| 3M | -0.9% | -15.9% | +15.0% | +5.8% |
| 6M | +7.5% | -2.5% | +10.0% | +7.4% |
| YTD | +14.6% | +5.1% | +9.5% | +10.1% |
| 1Y | +17.6% | +13.0% | +4.7% | +9.4% |
| 3Y | +60.8% | +160.7% | -99.9% | -1.4% |
| 5Y | +46.1% | +114.0% | -67.9% | -5.7% |
| All | +46.1% | +110.9% | -64.8% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling