+4,549.4%
RCL vs MSI
+1,590.3%
+2,959.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -5.1% | -3.7% | -1.4% | -3.8% |
| 30D | -19.0% | +6.8% | -25.8% | -21.2% |
| 3M | -9.6% | +14.3% | -23.9% | -14.3% |
| 6M | -6.7% | -1.6% | -5.1% | -6.9% |
| YTD | -3.9% | +22.8% | -26.7% | -12.1% |
| 1Y | -25.1% | -1.1% | -24.0% | -25.7% |
| 3Y | +179.1% | +70.5% | +108.6% | +123.5% |
| 5Y | +243.3% | +102.8% | +140.5% | +159.0% |
| 10Y | +325.8% | +597.4% | -271.6% | +115.7% |
| All | +4,549.4% | +1,590.3% | +2,959.0% | +1,292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling