+61.4%
RCL vs MSTU
-86.5%
+147.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.6% | +8.4% | +0.3% |
| 7D | -0.5% | +16.1% | -16.6% | -1.7% |
| 30D | -17.3% | +68.7% | -86.0% | -20.8% |
| 3M | -2.8% | -11.0% | +8.2% | -4.0% |
| 6M | -4.4% | -33.4% | +29.0% | -5.0% |
| YTD | -4.2% | -59.5% | +55.3% | -4.6% |
| 1Y | -23.4% | -93.4% | +70.0% | -12.0% |
| All | +61.4% | -86.5% | +147.8% | +66.3% |
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