+433.6%
RSP vs MTSI
+1,308.1%
-874.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -3.9% | -1.0% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | -0.3% | +2.1% | -2.4% | -1.2% |
| 3M | +4.3% | -29.7% | +34.0% | +9.0% |
| 6M | +8.8% | +12.5% | -3.7% | +4.4% |
| YTD | +15.3% | +57.0% | -41.8% | +4.1% |
| 1Y | +18.3% | +103.9% | -85.6% | +1.6% |
| 3Y | +52.8% | +223.6% | -170.8% | +18.4% |
| 5Y | +51.7% | +321.6% | -269.8% | +10.7% |
| 10Y | +208.5% | +517.7% | -309.2% | +89.1% |
| All | +433.6% | +1,308.1% | -874.5% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling