+30.2%
RSP vs MSTU
-92.2%
+122.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.4% |
| 7D | +2.4% | -25.8% | +28.2% | +3.4% |
| 30D | +4.3% | -43.9% | +48.1% | +6.0% |
| 3M | -0.3% | +2.9% | -3.2% | -1.7% |
| 6M | +9.8% | -75.5% | +85.3% | +13.0% |
| YTD | +16.8% | -76.7% | +93.6% | +18.2% |
| 1Y | +19.5% | -88.9% | +108.4% | +24.0% |
| All | +30.2% | -92.2% | +122.4% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling