+350.2%
RCL vs MSI
+590.9%
-240.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.5% |
| 7D | -0.5% | -5.8% | +5.3% | +3.8% |
| 30D | -17.3% | -1.0% | -16.4% | -16.9% |
| 3M | -2.8% | +14.2% | -16.9% | -12.3% |
| 6M | -4.4% | +1.0% | -5.4% | -6.8% |
| YTD | -4.2% | +21.5% | -25.6% | -19.3% |
| 1Y | -23.4% | -2.1% | -21.2% | -24.3% |
| 3Y | +179.4% | +69.3% | +110.1% | +73.3% |
| 5Y | +238.8% | +99.3% | +139.4% | +80.8% |
| 10Y | +350.2% | +595.0% | -244.8% | +45.7% |
| All | +350.2% | +590.9% | -240.7% | +45.7% |
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