+607.1%
MS vs RCL
+382.5%
+224.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.0% |
| 7D | -1.6% | +6.5% | -8.1% | -3.4% |
| 30D | -3.8% | +15.9% | -19.7% | -8.0% |
| 3M | -14.6% | +2.7% | -17.3% | -15.6% |
| 6M | -5.1% | +15.2% | -20.3% | -10.1% |
| YTD | +4.5% | +19.2% | -14.7% | -3.6% |
| 1Y | +13.5% | +31.6% | -18.1% | +1.2% |
| 3Y | +160.4% | +274.2% | -113.8% | +64.9% |
| 5Y | +112.9% | +250.1% | -137.2% | +28.9% |
| All | +607.1% | +382.5% | +224.6% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling