+45.4%
RSP vs MTB
+63.3%
-17.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | +2.6% | +0.5% | +2.1% | +2.4% |
| 3M | -0.8% | -12.4% | +11.6% | +3.8% |
| 6M | +6.3% | +1.5% | +4.8% | +5.4% |
| YTD | +14.1% | +10.3% | +3.8% | +9.7% |
| 1Y | +18.0% | +22.2% | -4.2% | +9.3% |
| 3Y | +61.0% | +96.9% | -35.9% | +24.8% |
| All | +45.4% | +63.3% | -17.9% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling