+46.1%
RSP vs MTSI
+153.3%
-107.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -18.4% | +15.5% | +0.1% |
| 7D | -1.4% | -24.6% | +23.1% | +2.8% |
| 30D | +2.1% | -45.7% | +47.9% | +12.1% |
| 3M | -0.9% | -27.7% | +26.8% | +2.3% |
| 6M | +7.5% | -37.3% | +44.8% | +12.1% |
| YTD | +14.6% | +11.1% | +3.4% | +3.9% |
| 1Y | +17.6% | +27.2% | -9.5% | +2.8% |
| 3Y | +60.8% | +153.7% | -92.9% | +9.8% |
| 5Y | +46.1% | +159.0% | -112.8% | -7.6% |
| All | +46.1% | +153.3% | -107.2% | -7.6% |
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 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