+213.4%
RSP vs MSCI
+789.3%
-576.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.4% |
| 7D | -1.0% | +2.8% | -3.9% | -2.0% |
| 30D | +2.6% | +15.4% | -12.8% | -2.6% |
| 3M | -0.8% | +13.4% | -14.2% | -5.3% |
| 6M | +6.3% | +10.9% | -4.6% | +1.5% |
| YTD | +14.1% | +13.0% | +1.2% | +7.4% |
| 1Y | +18.0% | +12.0% | +6.0% | +11.4% |
| 3Y | +61.0% | +34.1% | +26.9% | +38.1% |
| 5Y | +45.6% | +3.9% | +41.7% | +33.6% |
| All | +213.4% | +789.3% | -576.0% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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