+27.1%
RSP vs MSTU
-86.5%
+113.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.6% | -0.7% |
| 7D | -0.4% | +16.1% | -16.5% | -1.1% |
| 30D | -1.5% | +68.7% | -70.2% | -3.9% |
| 3M | +4.8% | -11.0% | +15.8% | +4.0% |
| 6M | +10.3% | -33.4% | +43.6% | +9.6% |
| YTD | +14.1% | -59.5% | +73.6% | +14.0% |
| 1Y | +17.0% | -93.4% | +110.4% | +24.5% |
| All | +27.1% | -86.5% | +113.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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