+5,619.4%
MS vs RCL
+4,549.4%
+1,070.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | -5.1% | +6.5% | +3.6% |
| 30D | -0.3% | -19.0% | +18.8% | +8.8% |
| 3M | +0.3% | -9.6% | +9.9% | +3.5% |
| 6M | +31.3% | -6.7% | +38.0% | +32.5% |
| YTD | +24.7% | -3.9% | +28.6% | +22.2% |
| 1Y | +47.9% | -25.1% | +73.0% | +59.0% |
| 3Y | +178.3% | +179.1% | -0.8% | +66.1% |
| 5Y | +144.9% | +243.3% | -98.4% | +19.0% |
| 10Y | +804.5% | +325.8% | +478.8% | +192.2% |
| All | +5,619.4% | +4,549.4% | +1,070.0% | +499.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling