+430.4%
RSP vs MTSI
+896.6%
-466.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -18.4% | +15.5% | -0.1% |
| 7D | -1.4% | -24.6% | +23.1% | +2.6% |
| 30D | +2.1% | -45.7% | +47.9% | +11.3% |
| 3M | -0.9% | -27.7% | +26.8% | +2.3% |
| 6M | +7.5% | -37.3% | +44.8% | +12.2% |
| YTD | +14.6% | +11.1% | +3.4% | +7.8% |
| 1Y | +17.6% | +27.2% | -9.5% | +7.8% |
| 3Y | +60.8% | +153.7% | -92.9% | +27.6% |
| 5Y | +46.1% | +159.0% | -112.8% | +13.5% |
| 10Y | +221.4% | +405.6% | -184.2% | +101.5% |
| All | +430.4% | +896.6% | -466.2% | +198.3% |
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 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