+379.0%
RCL vs MSI
+689.5%
-310.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +1.1% |
| 7D | +5.0% | +8.3% | -3.4% | -1.0% |
| 30D | +19.4% | +18.9% | +0.5% | +5.3% |
| 3M | +5.9% | +13.2% | -7.3% | -3.6% |
| 6M | +23.8% | +38.3% | -14.5% | -3.6% |
| YTD | +22.8% | +38.9% | -16.1% | -6.6% |
| 1Y | +34.3% | +36.7% | -2.4% | +3.2% |
| 3Y | +276.4% | +76.6% | +199.9% | +127.1% |
| 5Y | +281.6% | +124.5% | +157.1% | +85.7% |
| 10Y | +379.0% | +674.5% | -295.5% | +23.6% |
| All | +379.0% | +689.5% | -310.5% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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