+1,127.7%
RSP vs MTB
+447.4%
+680.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.8% | +1.7% | -2.5% | -1.5% |
| 30D | -0.3% | -4.2% | +3.9% | +1.4% |
| 3M | +4.3% | +8.9% | -4.6% | +0.5% |
| 6M | +8.8% | +10.9% | -2.0% | +3.9% |
| YTD | +15.3% | +21.5% | -6.2% | +5.7% |
| 1Y | +18.3% | +21.9% | -3.6% | +8.1% |
| 3Y | +52.8% | +109.2% | -56.4% | +8.8% |
| 5Y | +51.7% | +102.0% | -50.3% | +5.5% |
| 10Y | +208.5% | +171.9% | +36.5% | +74.1% |
| All | +1,127.7% | +447.4% | +680.4% | +335.8% |
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