+213.2%
RSP vs MTSI
+454.4%
-241.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +0.7% | -3.8% | +4.6% | +1.0% |
| 30D | +3.7% | -31.4% | +35.1% | +9.1% |
| 3M | +0.7% | -23.8% | +24.4% | +3.4% |
| 6M | +9.0% | -37.1% | +46.1% | +14.3% |
| YTD | +16.7% | +32.2% | -15.5% | +5.9% |
| 1Y | +19.0% | +26.9% | -8.0% | +8.5% |
| 3Y | +64.7% | +193.7% | -129.0% | +24.8% |
| 5Y | +49.6% | +218.0% | -168.4% | +9.3% |
| 10Y | +213.2% | +477.8% | -264.6% | +82.5% |
| All | +213.2% | +454.4% | -241.3% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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