+106.8%
RCL vs MSTU
-90.1%
+196.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.1% | +8.1% | +3.3% |
| 7D | +5.0% | -9.3% | +14.2% | +5.4% |
| 30D | +19.4% | -38.3% | +57.7% | +22.1% |
| 3M | +5.9% | +24.0% | -18.1% | +2.2% |
| 6M | +23.8% | -72.1% | +95.9% | +29.7% |
| YTD | +22.8% | -70.2% | +93.0% | +23.2% |
| 1Y | +34.3% | -89.6% | +123.9% | +46.3% |
| All | +106.8% | -90.1% | +196.9% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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