+48.4%
RSP vs MSI
+126.2%
-77.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +1.8% | +2.6% | -0.8% | +0.9% |
| 30D | +3.5% | +18.1% | -14.6% | -2.7% |
| 3M | +0.2% | +13.2% | -13.0% | -4.4% |
| 6M | +9.1% | +36.3% | -27.1% | -3.3% |
| YTD | +16.6% | +39.5% | -22.9% | +1.1% |
| 1Y | +17.9% | +36.9% | -19.0% | +3.1% |
| 3Y | +64.6% | +76.1% | -11.5% | +23.6% |
| 5Y | +48.4% | +123.7% | -75.3% | -5.1% |
| All | +48.4% | +126.2% | -77.8% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling