+51.5%
RSP vs MTZ
+165.9%
-114.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.8% | -1.7% |
| 7D | -0.4% | +3.6% | -3.9% | -1.0% |
| 30D | -1.5% | -9.6% | +8.1% | +0.1% |
| 3M | +4.8% | -31.9% | +36.7% | +10.7% |
| 6M | +10.3% | -13.8% | +24.1% | +10.4% |
| YTD | +14.1% | +13.3% | +0.8% | +7.6% |
| 1Y | +17.0% | +39.3% | -22.3% | +5.1% |
| 3Y | +54.2% | +168.3% | -114.2% | +16.8% |
| 5Y | +51.5% | +166.4% | -114.9% | +9.0% |
| All | +51.5% | +165.9% | -114.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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