+1,127.7%
RSP vs MSI
+2,172.0%
-1,044.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.8% | -3.7% | +2.9% | +0.6% |
| 30D | -0.3% | +6.8% | -7.2% | -3.0% |
| 3M | +4.3% | +14.3% | -10.0% | -1.2% |
| 6M | +8.8% | -1.6% | +10.4% | +8.5% |
| YTD | +15.3% | +22.8% | -7.5% | +5.5% |
| 1Y | +18.3% | -1.1% | +19.4% | +17.1% |
| 3Y | +52.8% | +70.5% | -17.7% | +21.7% |
| 5Y | +51.7% | +102.8% | -51.1% | +12.0% |
| 10Y | +208.5% | +597.4% | -388.9% | +43.2% |
| All | +1,127.7% | +2,172.0% | -1,044.3% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling