+290.7%
RCL vs MSI
+124.0%
+166.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.4% |
| 7D | -0.2% | +2.6% | -2.8% | -1.7% |
| 30D | +14.4% | +18.1% | -3.7% | +3.5% |
| 3M | +5.2% | +13.2% | -8.0% | -2.6% |
| 6M | +26.1% | +36.3% | -10.1% | +3.4% |
| YTD | +17.4% | +39.5% | -22.2% | -7.4% |
| 1Y | +24.7% | +36.9% | -12.2% | -0.3% |
| 3Y | +250.9% | +76.1% | +174.8% | +118.3% |
| All | +290.7% | +124.0% | +166.7% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling