+331.5%
RCL vs MAS
+137.9%
+193.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.3% |
| 7D | -5.1% | -0.8% | -4.3% | -4.7% |
| 30D | -19.0% | -5.6% | -13.4% | -16.1% |
| 3M | -9.6% | +4.4% | -14.0% | -13.0% |
| 6M | -6.7% | +7.2% | -13.9% | -12.4% |
| YTD | -3.9% | +16.1% | -20.0% | -15.0% |
| 1Y | -25.1% | +0.1% | -25.2% | -27.1% |
| 3Y | +179.1% | +28.3% | +150.8% | +122.2% |
| 5Y | +243.3% | +30.5% | +212.8% | +164.5% |
| All | +331.5% | +137.9% | +193.6% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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