+19.3%
RSP vs MTSI
+43.9%
-24.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.8% |
| 7D | +1.8% | +29.1% | -27.3% | +0.7% |
| 30D | +3.5% | -20.4% | +23.9% | +4.1% |
| 3M | +0.2% | -20.9% | +21.1% | +0.8% |
| 6M | +9.1% | -32.3% | +41.4% | +10.7% |
| YTD | +16.6% | +43.5% | -26.9% | +10.8% |
| All | +19.3% | +43.9% | -24.6% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling