+48.7%
RSP vs MTSI
+208.2%
-159.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.0% | -6.7% | +0.8% |
| 7D | +0.4% | +3.5% | -3.1% | -0.6% |
| 30D | +3.7% | -30.3% | +34.0% | +9.1% |
| 3M | +0.8% | -26.0% | +26.8% | +4.2% |
| 6M | +9.1% | -36.1% | +45.2% | +14.5% |
| YTD | +16.7% | +34.3% | -17.6% | +2.5% |
| 1Y | +19.7% | +35.3% | -15.6% | +4.6% |
| 3Y | +66.7% | +217.6% | -150.9% | +9.0% |
| 5Y | +48.7% | +210.1% | -161.4% | -8.8% |
| All | +48.7% | +208.2% | -159.5% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling