+114.0%
MS vs RCL
+256.9%
-142.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -5.1% |
| 7D | -3.4% | +3.9% | -7.3% | -4.4% |
| 30D | -3.9% | +11.8% | -15.7% | -6.9% |
| 3M | -15.9% | -0.8% | -15.1% | -16.0% |
| 6M | -2.5% | +23.6% | -26.1% | -9.2% |
| YTD | +5.1% | +17.6% | -12.5% | -2.2% |
| 1Y | +13.0% | +28.3% | -15.3% | +2.0% |
| 3Y | +160.7% | +261.4% | -100.8% | +74.0% |
| 5Y | +114.0% | +245.3% | -131.3% | +38.1% |
| All | +114.0% | +256.9% | -142.9% | +38.1% |
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