+145.1%
MS vs RCL
+249.6%
-104.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | -5.1% | +6.5% | +2.9% |
| 30D | -0.3% | -19.0% | +18.8% | +5.9% |
| 3M | +0.3% | -9.6% | +9.9% | +2.5% |
| 6M | +31.3% | -6.7% | +38.0% | +32.3% |
| YTD | +24.7% | -3.9% | +28.6% | +23.2% |
| 1Y | +47.9% | -25.1% | +73.0% | +56.6% |
| 3Y | +178.3% | +179.1% | -0.8% | +99.9% |
| All | +145.1% | +249.6% | -104.6% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling