+380.4%
RCL vs MSI
+676.2%
-295.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | +6.5% | +4.7% | +1.8% | +2.9% |
| 30D | +15.9% | +14.8% | +1.1% | +4.7% |
| 3M | +2.7% | +8.8% | -6.1% | -3.9% |
| 6M | +15.2% | +19.3% | -4.1% | -0.7% |
| YTD | +19.2% | +35.3% | -16.1% | -7.7% |
| 1Y | +31.6% | +33.8% | -2.2% | +2.7% |
| 3Y | +274.2% | +74.4% | +199.8% | +127.3% |
| 5Y | +250.1% | +120.5% | +129.6% | +72.3% |
| All | +380.4% | +676.2% | -295.8% | +24.2% |
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