+1,115.8%
RSP vs MSI
+2,404.0%
-1,288.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.0% | +4.7% | -5.7% | -2.8% |
| 30D | +2.6% | +14.8% | -12.2% | -2.6% |
| 3M | -0.8% | +8.8% | -9.6% | -4.1% |
| 6M | +6.3% | +19.3% | -13.0% | -1.4% |
| YTD | +14.1% | +35.3% | -21.2% | +0.6% |
| 1Y | +18.0% | +33.8% | -15.8% | +4.4% |
| 3Y | +61.0% | +74.4% | -13.4% | +27.2% |
| 5Y | +45.6% | +120.5% | -74.9% | +4.2% |
| 10Y | +220.2% | +685.2% | -465.0% | +42.3% |
| All | +1,115.8% | +2,404.0% | -1,288.3% | +222.6% |
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 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