+1,142.9%
RSP vs MTB
+403.5%
+739.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.4% |
| 7D | +0.7% | -0.7% | +1.4% | +1.0% |
| 30D | +3.7% | +1.4% | +2.2% | +3.1% |
| 3M | +0.7% | -11.6% | +12.3% | +5.8% |
| 6M | +9.0% | +5.4% | +3.7% | +6.3% |
| YTD | +16.7% | +11.7% | +4.9% | +10.7% |
| 1Y | +19.0% | +20.5% | -1.6% | +9.3% |
| 3Y | +64.7% | +104.5% | -39.8% | +18.7% |
| 5Y | +49.6% | +65.1% | -15.5% | +13.7% |
| 10Y | +213.2% | +119.5% | +93.7% | +93.8% |
| All | +1,142.9% | +403.5% | +739.5% | +356.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling