+209.8%
RSP vs MTB
+172.8%
+37.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.8% | +1.1% | -2.9% | -2.2% |
| 30D | -2.5% | -4.6% | +2.1% | -0.8% |
| 3M | +3.0% | +6.3% | -3.3% | +0.4% |
| 6M | +8.9% | +15.6% | -6.7% | +2.6% |
| YTD | +13.0% | +20.6% | -7.6% | +4.4% |
| 1Y | +16.2% | +22.5% | -6.3% | +6.6% |
| 3Y | +52.7% | +114.4% | -61.7% | +9.8% |
| 5Y | +50.5% | +101.9% | -51.4% | +6.7% |
| 10Y | +209.8% | +170.4% | +39.4% | +84.0% |
| All | +209.8% | +172.8% | +37.0% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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