+204.4%
RSP vs MSI
+590.9%
-386.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.6% |
| 7D | -0.4% | -5.8% | +5.4% | +2.2% |
| 30D | -1.5% | -1.0% | -0.5% | -1.2% |
| 3M | +4.8% | +14.2% | -9.4% | -1.6% |
| 6M | +10.3% | +1.0% | +9.2% | +8.6% |
| YTD | +14.1% | +21.5% | -7.4% | +2.9% |
| 1Y | +17.0% | -2.1% | +19.1% | +16.3% |
| 3Y | +54.2% | +69.3% | -15.1% | +15.4% |
| 5Y | +51.5% | +99.3% | -47.8% | +2.9% |
| 10Y | +204.4% | +595.0% | -390.6% | +34.0% |
| All | +204.4% | +590.9% | -386.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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