+4,549.4%
RCL vs MAS
+1,003.5%
+3,545.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.1% |
| 7D | -5.1% | -0.8% | -4.3% | -4.7% |
| 30D | -19.0% | -5.6% | -13.4% | -16.6% |
| 3M | -9.6% | +4.4% | -14.0% | -12.2% |
| 6M | -6.7% | +7.2% | -13.9% | -11.1% |
| YTD | -3.9% | +16.1% | -20.0% | -12.7% |
| 1Y | -25.1% | +0.1% | -25.2% | -26.4% |
| 3Y | +179.1% | +28.3% | +150.8% | +135.8% |
| 5Y | +243.3% | +30.5% | +212.8% | +186.2% |
| 10Y | +325.8% | +139.1% | +186.6% | +155.9% |
| All | +4,549.4% | +1,003.5% | +3,545.9% | +1,214.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling