+215.7%
RSP vs MSI
+683.5%
-467.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | -0.3% | +7.7% | -8.0% | -3.5% |
| 30D | +4.4% | +19.9% | -15.5% | -3.6% |
| 3M | +1.3% | +14.9% | -13.7% | -4.9% |
| 6M | +10.0% | +37.2% | -27.3% | -5.0% |
| YTD | +17.6% | +40.8% | -23.2% | -0.7% |
| 1Y | +19.2% | +38.1% | -18.9% | +1.5% |
| 3Y | +66.0% | +77.7% | -11.7% | +22.3% |
| 5Y | +50.4% | +129.0% | -78.6% | -4.0% |
| 10Y | +215.7% | +671.3% | -455.6% | +26.6% |
| All | +215.7% | +683.5% | -467.8% | +26.6% |
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