+373.9%
RCL vs MAS
+219.8%
+154.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -0.9% |
| 7D | +3.9% | +4.6% | -0.6% | +1.1% |
| 30D | +11.8% | +19.9% | -8.1% | -0.5% |
| 3M | -0.8% | +8.9% | -9.7% | -6.5% |
| 6M | +23.6% | +20.2% | +3.5% | +8.3% |
| YTD | +17.6% | +33.9% | -16.3% | -5.5% |
| 1Y | +28.3% | +34.7% | -6.4% | +2.7% |
| 3Y | +261.4% | +60.4% | +201.1% | +146.6% |
| 5Y | +245.3% | +43.5% | +201.9% | +149.6% |
| All | +373.9% | +219.8% | +154.1% | +89.4% |
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