+61.6%
RSP vs MTSI
+153.8%
-92.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -18.4% | +15.5% | -0.9% |
| 7D | -1.4% | -24.6% | +23.1% | +1.3% |
| 30D | +2.1% | -45.7% | +47.9% | +8.6% |
| 3M | -0.9% | -27.7% | +26.8% | +1.1% |
| 6M | +7.5% | -37.3% | +44.8% | +10.5% |
| YTD | +14.6% | +11.1% | +3.4% | +6.4% |
| 1Y | +17.6% | +27.2% | -9.5% | +6.2% |
| All | +61.6% | +153.8% | -92.2% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling